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"Portfolio value-at-risk estimation in energy futures markets with ..."

Xunfa Lu, Kin Keung Lai, Liang Liang (2014)

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DOI: 10.1007/S10479-011-0900-9

access: closed

type: Journal Article

metadata version: 2022-08-05

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Xunfa Lu, Kin Keung Lai, Liang Liang:
Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model. Ann. Oper. Res. 219(1): 333-357 (2014)

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