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Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates
Research article (Journal of the Operational Research Society, 2017) · cited 17× · AI/ML
Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates
Summary
Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates is a scholarly article[1].
Key Facts
Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates's instance of is recorded as scholarly article[2].
References
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APA4ort.xyz Knowledge Graph. (2026). Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates. Retrieved May 24, 2026, from https://4ort.xyz/entity/estimating-and-forecasting-portfolios-value-at-risk-with-wavelet-based-extreme-value-theory-evidence-from-crude-oil-pric
MLA“Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates.” 4ort.xyz Knowledge Graph, 4ort.xyz, 24 May. 2026, https://4ort.xyz/entity/estimating-and-forecasting-portfolios-value-at-risk-with-wavelet-based-extreme-value-theory-evidence-from-crude-oil-pric.
BibTeX@misc{4ortxyz_estimating-and-forecasting-portfolios-value-at-risk-with-wavelet-based-extreme-value-theory-evidence-from-crude-oil-pric_2026, author = {{4ort.xyz Knowledge Graph}}, title = {{Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates}}, year = {2026}, url = {https://4ort.xyz/entity/estimating-and-forecasting-portfolios-value-at-risk-with-wavelet-based-extreme-value-theory-evidence-from-crude-oil-pric}, note = {Accessed: 2026-05-24}}
LLM promptAccording to 4ort.xyz Knowledge Graph (aggregator of Wikidata, Wikipedia, and authoritative open-data sources): Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates — https://4ort.xyz/entity/estimating-and-forecasting-portfolios-value-at-risk-with-wavelet-based-extreme-value-theory-evidence-from-crude-oil-pric (retrieved 2026-05-24)
