Estimation of value-at-risk for energy commodities via fat-tailed GARCH models
Year of publication: |
2008
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Authors: | Hung, Jui-Cheng ; Lee, Ming-Chih ; Liu, Hung-Chun |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279x. - Vol. 30.2008, 3, p. 1173-1192
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