BibTeX record journals/jors/JammaziN17

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@article{DBLP:journals/jors/JammaziN17,
  author       = {Rania Jammazi and
                  Duc Khuong Nguyen},
  title        = {Estimating and forecasting portfolio's Value-at-Risk with wavelet-based
                  extreme value theory: Evidence from crude oil prices and {US} exchange
                  rates},
  journal      = {J. Oper. Res. Soc.},
  volume       = {68},
  number       = {11},
  pages        = {1352--1362},
  year         = {2017},
  url          = {https://doi.org/10.1057/s41274-016-0133-z},
  doi          = {10.1057/S41274-016-0133-Z},
  timestamp    = {Thu, 14 Oct 2021 09:37:39 +0200},
  biburl       = {https://dblp.org/rec/journals/jors/JammaziN17.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}