author = { Fuentes, Fernanda AND Herrera, Rodrigo AND Clements, Adam },

title = { Modelling extreme risks in commodities and commodity currencies },

publisher = {National Centre for Econometric Research},

keywords = { Extreme risk , Co-movements , Multivariate Hawkes-POT , Point process , Value atRisk , Graue Literatur },

year = {[2016]},

booktitle = {NCER working paper series ; #115 (November 2016)},

address = { [Brisbane] },

url = { http://slubdd.de/katalog?TN_libero_mab2 }