Estimating ‘Value at Risk’ of crude oil price and its spillover effect using the GED-GARCH approach
Year of publication: |
2008
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Authors: | Fan, Ying ; Zhang, Yue-Jun ; Tsai, Hsien-Tang ; Wei, Yi-Ming |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279x. - Vol. 30.2008, 6, p. 3156-3171
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