A news event-driven approach for the historical value at risk method

2015-06-15

Expert Systems with Applications , Volume 42 - Issue 10 p. 4667- 4675

Additional Metadata
Keywords	Historical method, News events, Value at Risk
Persistent URL	doi.org/10.1016/j.eswa.2015.02.002, hdl.handle.net/1765/91393
Series	ERIM Top-Core Articles
Journal	Expert Systems with Applications
Organisation	Erasmus University Rotterdam
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., Frasincar, F., & Kaymak, U. (2015). A news event-driven approach for the historical value at risk method. Expert Systems with Applications, 42(10), 4667–4675. doi:10.1016/j.eswa.2015.02.002

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