Value-at-Risk Estimation of Carbon Spot Markets Based on an Integrated GARCH-EVT-VaR Model
JIANG Jingjing;YE Bin;MA Xiaoming
Acta Scientiarum Naturalium Universitatis Pekinensis . 2015, (3): 511 -517 .  DOI: 10.13209/j.0479-8023.2015.018