文章基本信息
- 标题：Extreme Risk, Value-At-Risk And Expected Shortfall In The Gold Market
- 作者：Knowledge Chinhamu ; Chun-Kai Huang ; Chun-Sung Huang 等
- 期刊名称：International Business & Economics Research Journal
- 印刷版ISSN：1535-0754
- 电子版ISSN：2157-9393
- 出版年度：2015
- 卷号：14
- 期号：1
- 页码：107-122
- 语种：English
- 出版社：The Clute Institute for Academic Research
- 关键词：Gold Prices;Generalised Pareto Distribution;Value-At-Risk;Expected Shortfall;Kupiec;Christoffersen
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