Extreme risk measurement of carbon market considering multifractal characteristics (Q6594989)
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scientific article; zbMATH DE number 7903329
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Extreme risk measurement of carbon market considering multifractal characteristics |
scientific article; zbMATH DE number 7903329 |
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Extreme risk measurement of carbon market considering multifractal characteristics (English)
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29 August 2024
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carbon market
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extreme value theory
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multifractal
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skewed-\(t\) distribution
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VaR
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0.8425042033195496
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0.7666435241699219
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0.7314671277999878
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0.710365891456604
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