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"Ensemble forecasting of Value at Risk via Multi Resolution Analysis based ..."

Kaijian He, Kin Keung Lai, Jerome Yen (2012)

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DOI: 10.1016/J.ESWA.2011.09.108

access: closed

type: Journal Article

metadata version: 2017-06-06

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Kaijian He, Kin Keung Lai, Jerome Yen:
Ensemble forecasting of Value at Risk via Multi Resolution Analysis based methodology in metals markets. Expert Syst. Appl. 39(4): 4258-4267 (2012)

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