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Enriching the VaR framework to EEMD with an application to the European carbon market
Zhu, Bangzhu; Wang, Ping; Chevallier, Julien; Wei, Yi-Ming - In: International Journal of Finance & Economics 23 (2018) 3, pp. 315-328
Persistent link: https://www.econbiz.de/10012082625
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Enriching the value‐at‐risk framework to ensemble empirical mode decomposition with an application to the European carbon market
Zhu, Bangzhu; Wang, Ping; Chevallier, Julien; Wei, Yi‐Ming - In: International Journal of Finance & Economics (2021)
Persistent link: https://www.econbiz.de/10012632797