Portfolio Value at Risk Estimate for Crude Oil Markets: A Multivariate Wavelet Denoising Approach

Author： He Kaijian   Lai Kin Keung   Xiang Guocheng  

Publisher： MDPI

E-ISSN： 1996-1073|5|4|1018-1043

ISSN： 1996-1073

Source： Energies, Vol.5, Iss.4, 2012-04, pp. : 1018-1043

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