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From
Review on Wavelet Denoised Value at Risk and Application on Crude Oil Market
Samia Mederessi, Slaheddine Hallara
International Journal of Global Energy Markets and Finance
.
2018
, 1(1), 4-10
Table 1. Descriptive Statistics
Full size table and legend
Table 2. Experiments results for ARMA-GARCH VaR
Full size table and legend
Table 3. Experiments results for WDNVaR (DB2,2)
Full size table and legend
Table 4. Experiments results for WDNVaR (Db2, 3)
Full size table and legend