MODELING VALUE-AT-RISK FOR OIL PRICES USING A BOOTSTRAPPING APPROACH

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LEE M.C.; CHIU C.L.; CHENG W.H.

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Journal Paper

Paper Information

Journal: INTERNATIONAL JOURNAL OF FINANCE AND ECONOMICS Year:2010 | Volume:- | Issue:- Page(s): 1450-2887

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Information Journal Paper

Title

MODELING VALUE-AT-RISK FOR OIL PRICES USING A BOOTSTRAPPING APPROACH

Author(s)

LEE M.C. | CHIU C.L. | CHENG W.H. | Issue Writer Certificate

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Abstract

Cites

ESTIMATION OF VALUE-AT-RISK USING THE BOOTSTRAP RESAMPLING METHOD (A CASE STUDY OF THE TEHRAN STOCK EXCHANGE)

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APA: Copy

LEE, M.C., CHIU, C.L., & CHENG, W.H.. (2010). MODELING VALUE-AT-RISK FOR OIL PRICES USING A BOOTSTRAPPING APPROACH. INTERNATIONAL JOURNAL OF FINANCE AND ECONOMICS, -(-), 1450-2887. SID. https://sid.ir/paper/611894/en

Vancouver: Copy

LEE M.C., CHIU C.L., CHENG W.H.. MODELING VALUE-AT-RISK FOR OIL PRICES USING A BOOTSTRAPPING APPROACH. INTERNATIONAL JOURNAL OF FINANCE AND ECONOMICS[Internet]. 2010;-(-):1450-2887. Available from: https://sid.ir/paper/611894/en

IEEE: Copy

M.C. LEE, C.L. CHIU, and W.H. CHENG, “MODELING VALUE-AT-RISK FOR OIL PRICES USING A BOOTSTRAPPING APPROACH,” INTERNATIONAL JOURNAL OF FINANCE AND ECONOMICS, vol. -, no. -, pp. 1450–2887, 2010, [Online]. Available: https://sid.ir/paper/611894/en

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