Commodity value-at-risk modeling: comparing RiskMetrics, historic simulation and quantile regression
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: The Journal of Risk Model Validation
سال: 2015
ISSN: 1753-9579
DOI: 10.21314/jrmv.2015.146