The role of SGT distribution in Value-at-Risk estimation: evidence from the WTI crude oil market
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
LLC "CPC "Business Perspectives"
2009-03-01
|
| Series: | Investment Management & Financial Innovations |
| Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/2501/imfi_en_2009_01_Liu.pdf |