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"Estimation of Value-at-Risk for Exchange Risk Via Kernel Based Nonlinear ..."

Kaijian He, Chi Xie, Kin Keung Lai (2008)

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DOI: 10.1007/978-3-540-87732-5_17

access: closed

type: Conference or Workshop Paper

metadata version: 2017-06-04

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  dblp key:
  - conf/isnn/HeXL08
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Kaijian He, Chi Xie, Kin Keung Lai:
Estimation of Value-at-Risk for Exchange Risk Via Kernel Based Nonlinear Ensembled Multi Scale Model. ISNN (1) 2008: 148-157

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