✦ LIBER ✦
Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model
✍ Scribed by Xun Fa Lu,Kin Keung Lai,Liang Liang
- Book ID
- 126350077
- Publisher
- Springer US
- Year
- 2011
- Tongue
- English
- Weight
- 789 KB
- Volume
- 219
- Category
- Article
- ISSN
- 0254-5330
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