%0 Generic
%T Modelling extreme risks in commodities and commodity currencies
%A Fuentes, Fernanda
%A Herrera, Rodrigo
%A Clements, Adam
%I National Centre for Econometric Research
%K Extreme risk
%K Co-movements
%K Multivariate Hawkes-POT
%K Point process
%K Value atRisk
%K Graue Literatur
%D [2016]
%C National Centre for Econometric Research
%C [Brisbane]
%U http://slubdd.de/katalog?TN_libero_mab2
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