Value-at-risk analysis of the asymmetric long-memory volatility process of dry bulk freight rates
Crossref DOI link: https://doi.org/10.1057/mel.2014.13
Published Online: 2014-06-05
Published Print: 2014-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chang, Chao-Chi
Chih Chou, Heng
Chou Wu, Chun
Text and Data Mining valid from 2014-06-05
