Estimating crude oil price ‘Value at Risk’ using the Bayesian-SV-SGT approach

CHAI Jian;GUOJu-e;GONGLi;WANG Shou-yang

Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (1) : 8-17.

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Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (1) : 8-17. DOI: 10.12011/1000-6788(2011)1-8
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Estimating crude oil price ‘Value at Risk’ using the Bayesian-SV-SGT approach

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2011, 31(1): 8-17 https://doi.org/10.12011/1000-6788(2011)1-8

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