WTI crude oil option implied VaR and CVaR: An empirical application
| Year of publication: |
2019
|
|---|---|
| Authors: | Barone‐Adesi, Giovanni ; Finta, Marinela Adriana ; Legnazzi, Chiara ; Sala, Carlo |
| Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - 2019 (20.03.)
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/for.2580 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012082041