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"Event-based historical Value-at-Risk."

Frederik Hogenboom et al. (2012)

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DOI: 10.1109/CIFER.2012.6327787

access: closed

type: Conference or Workshop Paper

metadata version: 2024-05-07

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  dblp key:
  - conf/cifer/HogenboomWJHFK12
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  - https://dblp.org/rec/conf/cifer/HogenboomWJHFK12
Frederik Hogenboom, Michael de Winter, Milan Jansen, Alexander Hogenboom, Flavius Frasincar, Uzay Kaymak:
Event-based historical Value-at-Risk. CIFEr 2012: 1-7

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