UM

Browse/Search Results:  1-1 of 1 Help

Selected(0)Clear Items/Page:    Sort:
An ICA-MDN Based Multi-stage Model for portfolio Value-at-Risk Analysis Conference paper
Xiaoliang Che, Kin Keung Lai, Jerome Yen. An ICA-MDN Based Multi-stage Model for portfolio Value-at-Risk Analysis[C], 2010.
Authors:  Xiaoliang Che;  Kin Keung Lai;  Jerome Yen
Favorite | TC[Scopus]:0 | Submit date:2019/12/10
Portfolio Var  Monte Carlo  Mdn  Ica