Univariate and multivariate value-at-risk: application and implication in energy markets (Q3087577)
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scientific article; zbMATH DE number 5939435
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| English | Univariate and multivariate value-at-risk: application and implication in energy markets |
scientific article; zbMATH DE number 5939435 |
Statements
Univariate and Multivariate Value-at-Risk: Application and Implication in Energy Markets (English)
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16 August 2011
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multivariate ARCH
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0.7588415145874023
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0.7494766116142273
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0.7436851859092712
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0.7340171337127686
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0.7230067253112793
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