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~isPartOf:"CORE discussion paper : DP"
~person:"Laurent, Sébastien"
~person:"McAleer, Michael"
~subject:"Commodity market"
~subject:"Switzerland"
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Market risk in commodity markets : a VaR approach
Giot, Pierre
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Laurent, Sébastien
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2003
Persistent link: https://www.econbiz.de/10001791292
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Value-at-risk for long and short trading positions
Giot, Pierre
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Laurent, Sébastien
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2001
Persistent link: https://www.econbiz.de/10001596369
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