| 标题 |
Value-at-risk in the European energy market: a comparison of parametric, historical simulation and quantile regression value-at-risk |
| 网址 | |
| DOI |
10.21314/jrmv.2019.213
doi
|
| 其它 |
期刊:Journal of Risk Model Validation 作者:Sjur Westgaard 出版日期:2019-12-21 |
| 求助人 | |
| 下载 | 暂无链接,等待应助者上传 |
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(2025-6-4)