Heavy-tailed distribution of commodity prices and the effectiveness of VaR models
Year of publication: |
2013
|
---|---|
Authors: | Kittiakarasakun, Jullavut |
Published in: |
International financial markets. - Bingley [u.a.] : Emerald, ISBN 1-78190-311-5. - 2013, p. 125-137
|
Subject: | Warenbörse | Commodity exchange | Rohstoffderivat | Commodity derivative | Kapitalmarktrendite | Capital market returns | Risikomaß | Risk measure | Ausreißer | Outliers | Schätzung | Estimation | Welt | World | 1977-2011 |
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