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"Multivariate EMD-based Portfolio Value at Risk Estimate for Electricity ..."
Hongqian Wang, Kaijian He, Kin Keung Lai (2013)
- Hongqian Wang, Kaijian He
, Kin Keung Lai
:
Multivariate EMD-based Portfolio Value at Risk Estimate for Electricity Markets. BIFE 2013: 211-215

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