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Estimation of value-at-risk for energy commodities via fat-tailed GARCH models
Hung, Jui-cheng
;
Lee, Ming-chih
;
Liu, Hung-Chun
- In:
Energy economics
30
(
2008
)
3
,
pp. 1173-1191
Persistent link: https://www.econbiz.de/10003744851
Saved in:
2
Estimation of value-at-risk for energy commodities via fat-tailed GARCH models
Hung, Jui-Cheng
;
Lee, Ming-Chih
;
Liu, Hung-Chun
- In:
Energy economics
30
(
2008
)
3
,
pp. 1173-1191
Persistent link: https://www.econbiz.de/10007917050
Saved in:
3
Estimation of value-at-risk for energy commodities via fat-tailed GARCH models
Hung, Jui-Cheng
;
Lee, Ming-Chih
;
Liu, Hung-Chun
- In:
Energy economics
30
(
2008
)
3
,
pp. 1173-1192
Persistent link: https://www.econbiz.de/10008900744
Saved in:
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