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"Portfolio value-at-risk forecasting with GA-based extreme value theory."

Ping-Chen Lin, Po-Chang Ko (2009)

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DOI: 10.1016/J.ESWA.2008.01.086

access: closed

type: Journal Article

metadata version: 2017-05-26

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Ping-Chen Lin, Po-Chang Ko:
Portfolio value-at-risk forecasting with GA-based extreme value theory. Expert Syst. Appl. 36(2): 2503-2512 (2009)

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