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"Univariate and Multivariate Value-at-Risk: Application and Implication in ..."

Chin Wen Cheong (2011)

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DOI: 10.1080/03610918.2011.560731

access: closed

type: Journal Article

metadata version: 2020-05-10

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Chin Wen Cheong:
Univariate and Multivariate Value-at-Risk: Application and Implication in Energy Markets. Commun. Stat. Simul. Comput. 40(7): 957-977 (2011)

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