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  • Search: person:"Scandroglio, Giacomo"
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Year of publication
Subject
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Brent 1 Estimation 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Oil market 1 Oil price 1 Regression analysis 1 Regressionsanalyse 1 Schätzung 1 VAR model 1 VAR-Modell 1 West Texas Intermediate 1 conditional market risks 1 oil prices 1 semi-parametric regression 1 Ölmarkt 1 Ölpreis 1
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Type of publication
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Article 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
Author
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Gori, Andrea 1 Scandroglio, Giacomo 1 Vaccaro, Emiliano 1 Voudouris, Vlasios 1
Published in...
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International journal of financial engineering and risk management 1
Source
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ECONIS (ZBW) 1
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Estimating VaR and ES of the spot price of oil using futures-varying centiles
Scandroglio, Giacomo; Gori, Andrea; Vaccaro, Emiliano; … - In: International journal of financial engineering and risk … 1 (2013) 1, pp. 6-19
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