Comparison of historically simulated VaR: Evidence from oil prices
Year of publication: |
2008
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Authors: | Costello, Alexandra ; Asem, Ebenezer ; Gardner, Eldon |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279x. - Vol. 30.2008, 5, p. 2154-2166
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