EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: person:"Lu, Xun Fa"
Narrow search

Narrow search

Year of publication
Subject
All
ARCH model 1 ARCH-Modell 1 Commodity derivative 1 Hedging 1 Portfolio selection 1 Portfolio-Management 1 Risikomaß 1 Risk measure 1 Rohstoffderivat 1 Theorie 1 Theory 1
more ... less ...
Type of publication
All
Article 1
Type of publication (narrower categories)
All
Aufsatz im Buch 1 Book section 1
Language
All
English 1
Author
All
Lai, Kin Keung 1 Liang, Liang 1 Lu, Xun Fa 1
Published in...
All
Methods and applications in natural resources management 1
Source
All
ECONIS (ZBW) 1
Showing 1 - 1 of 1
Cover Image
Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model
Lu, Xun Fa; Lai, Kin Keung; Liang, Liang - In: Methods and applications in natural resources management, (pp. 333-357). 2014
Persistent link: https://www.econbiz.de/10010391496
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...