The role of SGT distribution in Value-at-Risk estimation : evidence from the WTI crude oil market
Hung-Chun Liu; Ming-Chih Lee; Ching-Mo Chang
| Year of publication: |
2009
|
|---|---|
| Authors: | Liu, Hung-Chun ; Lee, Ming-chih ; Chang, Ching-Mo |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 6.2009, 1, p. 86-95
|
| Subject: | Risikomanagement | Risk management | Risikomaß | Risk measure | Ölmarkt | Oil market | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003917409