Value-at-risk estimation of crude oil price using MCA based transient risk modeling approach

✍ Scribed by Kaijian He; Kin Keung Lai; Jerome Yen

• Book ID: 113601135
• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 206 KB
• Volume: 33
• Category: Article
• ISSN: 0140-9883
• DOI: 10.1016/j.eneco.2011.01.007