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subject:"Portfolio selection"
subject:"World"
~isPartOf:"Energy economics"
~person:"Belkacem, Lotfi"
~subject:"ARCH model"
~subject:"Spillover-Effekt"
~type_genre:"Aufsatz in Zeitschrift"
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Value-at-Risk estimation of energy commodities : a long-memory GARCH-EVT approach
Youssef, Manel
;
Belkacem, Lotfi
;
Mokni, Khaled
- In:
Energy economics
51
(
2015
),
pp. 99-110
Persistent link: https://www.econbiz.de/10011564809
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