author = { Baum, Christopher F. AND Zerilli, Paola AND Chen, Liyuan },

title = { Stochastic volatility and leverage effect in energy markets evidence from high frequency data with VaR and CVaR risk analysis },

publisher = {Boston College},

keywords = { Graue Literatur },

year = {June 15, 2018},

booktitle = {Boston College working papers in economics ; 952},

address = { Chestnut Hill, MA, USA },

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