Work

An Innovation of Estimating Value at Risk of International Carbon Market:Conditional Autoregressive Value at Risk Models with Refinements from Extreme Value Theory

Year: 2015

Type: article

Source: Zhongguo guanli kexue

DOI: 10.16381/j.cnki.issn1003-207x.2015.11.002

Authors: 张晨, 丁洋, 汪文隽

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Climate action

Open Access status: closed

OpenAlex ID: W2292395070

FWCI: 1.901

Cites:

Cited by: 4

Related to: 10