Investment Management & Financial Innovations (Mar 2009)

The role of SGT distribution in Value-at-Risk estimation: evidence from the WTI crude oil market

Hung-Chun Liu,
Ming-Chih Lee,
Ching-Mo Chang

Affiliations

Hung-Chun Liu
Ming-Chih Lee
Ching-Mo Chang

Journal volume & issue: Vol. 6, no. 1

Abstract

No abstracts available.

Published in Investment Management & Financial Innovations

ISSN: 1810-4967 (Print); 1812-9358 (Online)
Publisher: LLC "CPC "Business Perspectives"
Country of publisher: Ukraine
LCC subjects: Social Sciences: Finance
Website: https://businessperspectives.org/journals/investment-management-and-financial-innovations?category_id=30

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