American Journal of Industrial and Business Management

Vol.9 No.5(2019), Paper ID 92536, 19 pages

DOI:10.4236/ajibm.2019.95079

 

Forecasting and Backtesting of VaR in International Dry Bulk Shipping Market under Skewed Distributions

 

Qiannan Du

 

College of Transport & Communications, Shanghai Maritime University, Shanghai, China

 

Copyright © 2019 Qiannan Du et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Du, Q. (2019) Forecasting and Backtesting of VaR in International Dry Bulk Shipping Market under Skewed Distributions. American Journal of Industrial and Business Management, 9, 1168-1186. doi: 10.4236/ajibm.2019.95079.
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