WTI crude oil option implied VaR and CVaR: An empirical application

Autor:	Carlo Sala, Chiara Legnazzi, Giovanni Barone-Adesi, Marinela Adriana Finta
Rok vydání:	2019
Předmět:	CVAR Strategy and Management Modeling and Simulation West Texas Intermediate Econometrics Economics Management Science and Operations Research Statistics Probability and Uncertainty Computer Science Applications
Zdroj:	Journal of Forecasting.
ISSN:	1099-131X 0277-6693
DOI:	10.1002/for.2580
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::db72582098599b8f8776d3c7c121b69b https://doi.org/10.1002/for.2580 Zobrazit plný text záznamu