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Journal description
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Details for article 23 of 26 found articles
| Title: |
Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model |
| Author: |
Lu, Xun Fa Lai, Kin Keung Liang, Liang |
| Appeared in: |
Annals of operations research |
| Paging: | Volume 219 (2011) nr. 1 pages 333-357 |
| Year: |
2011 |
| Contents: | |
| Publisher: |
Springer US, Boston |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 23 of 26 found articles
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