Estimation of value at risk for copper
Year of publication: |
2023
|
---|---|
Authors: | Gillas, Konstantinos Gkillas ; Konstantatos, Christoforos ; Papathanasiou, Spyros ; Wohar, Mark E. |
Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 32.2023, p. 1-15
|
Subject: | Commodities market | Copper | VaR forecasts | GARCH-Type models | CAViaR | DQR | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Risikomaß | Risk measure | Kupfer | Kupfermarkt | Copper market | Kupferindustrie | Copper industry | VAR-Modell | VAR model |
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