Open AccessAsymmetry, Long Memory and Extreme Values in the Tail Risk Management of the Maya Crude Oil Prices
Author(s) -
Raúl de-Jesús Gutiérrez
Publication year - 2021
Publication title -
análisis económico
Language(s) - English
Resource type - Journals
eISSN - 2448-6655
pISSN - 0185-3937
DOI - 10.24275/uam/azc/dcsh/ae/2021v36n93/de-jesus
Subject(s) - asymmetry , maya , crude oil , long memory , risk management , econometrics , economics , business , petroleum engineering , environmental science , geography , geology , physics , archaeology , management , volatility (finance) , quantum mechanics