Forecasting the value at risk of the crude oil futures market: Do high-frequency data help?

Yongjian Lyu, Fanshu Qin, Heling Yi, Jiatao Liu, Rui Ke

Research output: Contribution to journalArticlepeer-review

Fingerprint

Dive into the research topics of 'Forecasting the value at risk of the crude oil futures market: Do high-frequency data help?'. Together they form a unique fingerprint.

Economics, Econometrics and Finance

Engineering