Modelling commodity value at risk with Psi Sigma neural networks using open–high–low–close data
Sermpinis, Georgios, Laws, Jason, Dunis, Christian L.Volume:
21
Language:
english
Journal:
The European Journal of Finance
DOI:
10.1080/1351847X.2012.744763
Date:
March, 2015
File:
PDF, 272 KB
english, 2015