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
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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 2467221X. - Vol. 6.2009, 1, p. 86-95
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