dx.doi.org/10.1109/CIFEr.2012.6327787, hdl.handle.net/1765/86221
2012 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr 2012
Erasmus School of Economics

Hogenboom, F.P, de Winter, M, Jansen, M, Hogenboom, A.C, Frasincar, F, & Kaymak, U. (2012). Event-based historical Value-at-Risk. Presented at the 2012 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr 2012. doi:10.1109/CIFEr.2012.6327787