EPJ

Value-at-risk prediction using context modeling

K. Denecker, S. Van Assche, J. Crombez, R. Vander Vennet and I. Lemahieu

Eur. Phys. J. B, 20 4 (2001) 481-492

Published online: 15 April 2001

DOI: 10.1007/s100510170227

K. Denecker

S. Van Assche

J. Crombez

R. Vander Vennet

I. Lemahieu

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