![](https://dblp.uni-trier.de/img/logo.ua.320x120.png)
![](https://dblp.uni-trier.de/img/dropdown.dark.16x16.png)
![](https://dblp.uni-trier.de/img/peace.dark.16x16.png)
Остановите войну!
for scientists:
![search dblp search dblp](https://dblp.uni-trier.de/img/search.dark.16x16.png)
![search dblp](https://dblp.uni-trier.de/img/search.dark.16x16.png)
default search action
BibTeX record journals/anor/LuLL14
@article{DBLP:journals/anor/LuLL14, author = {Xunfa Lu and Kin Keung Lai and Liang Liang}, title = {Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model}, journal = {Ann. Oper. Res.}, volume = {219}, number = {1}, pages = {333--357}, year = {2014}, url = {https://doi.org/10.1007/s10479-011-0900-9}, doi = {10.1007/S10479-011-0900-9}, timestamp = {Fri, 05 Aug 2022 20:33:44 +0200}, biburl = {https://dblp.org/rec/journals/anor/LuLL14.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
![](https://dblp.uni-trier.de/img/cog.dark.24x24.png)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.