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Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model

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  • Journal:Annals of Operations Research

  • All the Authors:Lai Kin Keung,Liang Liang

  • First Author:Lu Xunfa

  • Indexed by:Journal paper

  • Discipline:Economics

  • First-Level Discipline:Applied Economics

  • Document Type:J

  • Volume:219

  • Issue:1

  • Page Number:333-357

  • Translation or Not:no

  • Date of Publication:2014-12-01

  • Included Journals:SCI
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