Study on extreme risk measurement of Chinese soybean futures market : VaR based on GARCH model
Ganqiong Li, Shiwei Xu, Shengwei Wang, and Haipeng Yu
| Year of publication: |
2014
|
|---|---|
| Authors: | Li, Ganqiong ; Xu, Shiwei ; Wang, Shengwei ; Yu, Haipeng |
| Published in: |
Proceedings of 2013 world agricultural outlook conference. - Berlin [u.a.] : Springer, ISBN 3-642-54388-X. - 2014, p. 161-171
|
| Subject: | Sojabohne | Soybean | Rohstoffderivat | Commodity derivative | Börsenkurs | Share price | Rendite | Yield | Risikomaß | Risk measure | ARCH-Modell | ARCH model | China | 2000-2011 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section ; Konferenzbeitrag ; Conference paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010416299