Author:
Alkathery Mohammed A.,Chaudhuri Kausik,Nasir Muhammad Ali
Subject
General Energy,Economics and Econometrics
Reference62 articles.
1. Market Risk Analysis, Volume II;Alexander,2008
2. Modelling and forecasting value at risk and expected shortfall for GCC stock markets: do long memory, structural breaks, asymmetry, and fat-tails matter?;Aloui;N. Am. J. Econ. Financ.,2014
3. Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models;Aloui;Energy Policy,2010
4. Coherent measures of risk;Artzner;Math. Financ.,1999
5. Fractionally integrated generalized autoregressive conditional heteroskedasticity;Baillie;J. Econ.,1996
Cited by
31 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献