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3. Time-Scale Transformations: Effects on VaR Models

Author

Lamantia, Fabio, Ortobelli, Sergio, Rachev, Svetlozar, Kanade, Takeo, editor, Kittler, Josef, editor, Kleinberg, Jon M., editor, Mattern, Friedemann, editor, Mitchell, John C., editor, Naor, Moni, editor, Nierstrasz, Oscar, editor, Pandu Rangan, C., editor, Steffen, Bernhard, editor, Sudan, Madhu, editor, Terzopoulos, Demetri, editor, Tygar, Dough, editor, Vardi, Moshe Y., editor, Weikum, Gerhard, editor, Bubak, Marian, editor, van Albada, Geert Dick, editor, Sloot, Peter M. A., editor, and Dongarra, Jack, editor

Published
2004
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