Enriching the VaR framework to EEMD with an application to the European carbon market
| Year of publication: |
2018
|
|---|---|
| Authors: | Zhu, Bangzhu ; Wang, Ping ; Chevallier, Julien ; Wei, Yi-Ming ; Xie, Rui |
| Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1076-9307, ZDB-ID 1493204-0. - Vol. 23.2018, 3 (08.03.), p. 315-328
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/ijfe.1618 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012082625