Media type: E-Book Title: Stochastic volatility and leverage effect in energy markets : evidence from high frequency data with VaR and CVaR risk analysis Contributor: Baum, Christopher F. [VerfasserIn]; Zerilli, Paola [VerfasserIn]; Chen, Liyuan [VerfasserIn] imprint: Chestnut Hill, MA, USA: Boston College, June 15, 2018 Published in: Boston College working papers in economics ; 952 Extent: 1 Online-Ressource (circa 50 Seiten); Illustrationen Language: English Keywords: Graue Literatur Origination: Footnote: Access State: Open Access