Risk contributions of trading and non-trading hours: Evidence from Chinese commodity futures markets
Year of publication: |
2014
|
---|---|
Authors: | Liu, Qingfu ; An, Yunbi |
Published in: |
Pacific-Basin Finance Journal. - Elsevier, ISSN 0927-538X. - Vol. 30.2014, C, p. 17-29
|
Publisher: |
Elsevier |
Subject: | Risk contribution | Value at risk | Expected shortfall | Futures markets | Trading hours | Non-trading hours |
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