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Title: Oil hedging with a multivariate semiparametric value-at-risk portfolio
Authors: Živkov, Dejan; Manić, Slavica  ; Đurašković, Jasmina  ; Gajić Glamočlija, Marina
Issue Date: 2022
Publication: Borsa Istanbul Review
ISSN: 2214-8450 Borsa Istanbul Review Search Idenfier
Type: Article
Collation: vol. 22 br. 6 str. 1118-1131
DOI: 10.1016/j.bir.2022.08.004
WoS-ID: 000949415900006
Scopus-ID: 2-s2.0-85137073559
URI: https://enauka.gov.rs/handle/123456789/758448
https://phaidrabg.bg.ac.rs/o:29620
M-category: 
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