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Value-at-risk estimation of crude oil price using MCA based transient risk modeling approach Journal article
Kaijian He, Kin Keung Lai, Jerome Yen. Value-at-risk estimation of crude oil price using MCA based transient risk modeling approach[J]. ENERGY ECONOMICS, 2011, 33(5), 903-911.
Authors:  Kaijian He;  Kin Keung Lai;  Jerome Yen
Favorite | TC[WOS]:15 TC[Scopus]:17  IF:13.6/12.4 | Submit date：2019/12/05
Crude Oil  Value At Risk  Morphological Component  Analysis  
Value-at-Risk Estimation of Crude Oil Price via Morphological Component Analysis Conference paper
Kaijian He, Kin Keung Lai, Jerome Yen. Value-at-Risk Estimation of Crude Oil Price via Morphological Component Analysis[C], 2010, 381-385.
Authors:  Kaijian He;  Kin Keung Lai;  Jerome Yen
Favorite | TC[Scopus]:0 | Submit date：2019/12/10
Value At Risk Model  Morphological  Component  Analysis  Arma-garch Model  
Morphological Component Analysis based Hybrid Approach for Prediction of Crude Oil Price Conference paper
Kaijian He, Kin Keung Lai, Jerome Yen. Morphological Component Analysis based Hybrid Approach for Prediction of Crude Oil Price[C], 2010.
Authors:  Kaijian He;  Kin Keung Lai;  Jerome Yen
Favorite | TC[Scopus]:3 | Submit date：2019/12/11
Time Series Model  Morphological Component Analysis  Crude Oil Price  Support Vector Regression  Randomwalk Model