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BibTeX record journals/jors/JammaziN17
@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} }
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