Analysis of oil price value at risk using Bayesian CAViaR model

CHEN Lei, Anthony H. TU, ZENG Yong

Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (11) : 2757-2765.

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Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (11) : 2757-2765. DOI: 10.12011/1000-6788(2013)11-2757

Analysis of oil price value at risk using Bayesian CAViaR model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2013, 33(11): 2757-2765 https://doi.org/10.12011/1000-6788(2013)11-2757

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