The performance of composite forecast models of value-at-risk in the energy market
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- Henry Asante Antwi & Zhou Lulin & Ethel Yiranbon & James Onuche Ayegba & Mary-Ann Yebaoh & Emmanuel Osei Bonsu, 2014. "Risk Modelling in Healthcare Markets: a Comparative Analysis of three Risk Measurement Approaches," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 4(2), pages 271-281, April.
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More about this item
KeywordsValue-at-Risk Composite forecast models EWMA Kernel density Stable density GARCH-GPD Energy markets;
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