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 Style AAA Style APA 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). 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

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