Market risks in spot markets of crude oil and products : a long memory value-at-risk approach
Year of publication: |
2010
|
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Authors: | Chin, Wen Cheong |
Published in: |
Tydskrif vir studies in ekonomie en ekonometrie : SEE. - Stellenbosch, ISSN 0379-6205, ZDB-ID 863779-9. - Vol. 34.2010, 2, p. 19-38
|
Subject: | Marktrisiko | Market risk | Spotmarkt | Spot market | Erdöl | Petroleum | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Welt | World | 2000-2008 |
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