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"Nonlinear prediction of conditional percentiles for value-at-risk."

Isaac J. Chang, Andreas S. Weigend (1999)

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DOI: 10.1109/CIFER.1999.771110

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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  - conf/cifer/ChangW99
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Isaac J. Chang, Andreas S. Weigend:
Nonlinear prediction of conditional percentiles for value-at-risk. CIFEr 1999: 118-134

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