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CMU Intellectual Repository
Browsing by Author Chao Zhou
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Showing results 1 to 2 of 2
Issue Date
Title
Author(s)
1-Jan-2014
Estimating risk of natural gas portfolios by using GARCH-EVT-Copula model
Jiechen Tang
;
Chao Zhou
;
Xinyu Yuan
;
Songsak Sriboonchitta
1-Jan-2015
Estimating Risk of Natural Gas Portfolios by Using GARCH-EVT-Copula Model
Jiechen Tang
;
Chao Zhou
;
Xinyu Yuan
;
Songsak Sriboonchitta
