Estimating Oil Price Value at Risk Using Belief Functions (Q4558859)
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scientific article; zbMATH DE number 6987159
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating Oil Price Value at Risk Using Belief Functions |
scientific article; zbMATH DE number 6987159 |
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Estimating Oil Price Value at Risk Using Belief Functions (English)
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30 November 2018
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Dempster-Shafer theory
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extreme value theory
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financial
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likelihood-base belief functions
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oil price
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value at risk
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