Comparative research between VaR and ES on international nonferrous metals futures market

YANG Xian, LUFeng-bin, WANG Shou-yang

Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (9) : 1645-1651.

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Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (9) : 1645-1651. DOI: 10.12011/1000-6788(2011)9-1645

Comparative research between VaR and ES on international nonferrous metals futures market

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2011, 31(9): 1645-1651 https://doi.org/10.12011/1000-6788(2011)9-1645

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