Value-at-risk estimation of crude oil price using MCA based transient risk modeling approach
| Year of publication: |
2011
|
|---|---|
| Authors: | He, Kaijian ; Lai, Kin Keung ; Yen, Jerome |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279x. - Vol. 33.2011, 5, p. 903-912
|