Event-based historical Value-at-Risk

2012-11-27

Presented at the 2012 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr 2012 (March 2012)

Additional Metadata
Persistent URL	doi.org/10.1109/CIFEr.2012.6327787, hdl.handle.net/1765/86221
Conference	2012 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr 2012
Organisation	Erasmus School of Economics
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Hogenboom, F., de Winter, M., Jansen, M., Hogenboom, A., Frasincar, F.& Kaymak, U. (2012, November 27). Event-based historical Value-at-Risk. 2012 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr 2012, March 2012.https://doi.org/10.1109/CIFEr.2012.6327787

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