Skip to main navigation Skip to main content
info(at)avldigital.remove-this.de
Deutsch English
Narrow Search
Search narrowed by
Last searches

Results for *

Displaying results 1 to 1 of 1.

  1. Leverage effects and stochastic volatility in spot oil returns
    a Bayesian approach with VaR and CVaR applications
    Author: Chen, Liyuan; Zerilli, Paola; Baum, Christopher F.
    Published: January 28, 2018
    Publisher:  Boston College, Chestnut Hill, MA, USA

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Volltext (kostenfrei)
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Boston College working papers in economics ; 953
    Subjects: Value-at-Risk; Conditional Value-at-Risk; Asymmetric Laplace distribution; Stochastic volatility model; Bayesian Markov Chain Monte Carlo; leverage effect
    Scope: 1 Online-Ressource (circa 38 Seiten), Illustrationen