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1
Estimating Portfolio Value at Risk in the Electricity Marke..:
Yingchao Zou
;
Lean Yu
;
Kaijian He
http://www.mdpi.com/1099-4300/17/7/4519. , 2015
Link:
https://doi.org/10.3390/e17074519
RT Journal T1
Estimating Portfolio Value at Risk in the Electricity Markets Using an Entropy Optimized BEMD Approach
UL https://suche.suub.uni-bremen.de/peid=base-ftdoajarticles:oai:doaj.org_article:76d280c6b78d41c8a9a440f5b9f79d1d&Exemplar=1&LAN=DE A1 Yingchao Zou A1 Lean Yu A1 Kaijian He PB MDPI AG YR 2015 K1 portfolio value at risk (PVaR) K1 entropy theory K1 bivariate empirical mode decomposition (BEMD) K1 DCC-GARCH model K1 Science K1 Q K1 Astrophysics K1 QB460-466 K1 Physics K1 QC1-999 JF http://www.mdpi.com/1099-4300/17/7/4519 LK http://dx.doi.org/https://doi.org/10.3390/e17074519 DO https://doi.org/10.3390/e17074519 SF ELIB - SuUB Bremen
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