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[IEEE 2008 International Conference on Management Science and Engineering (ICMSE) - Long Beach, CA, USA (2008.09.10-2008.09.12)] 2008 International Conference on Management Science and Engineering 15th Annual Conference Proceedings - Study on CVaR forecasts based on weighted realized volatility
Guo, Ming-yuan, Zhang, Shi-yingYear:
2008
Language:
english
DOI:
10.1109/ICMSE.2008.4668899
File:
PDF, 348 KB
english, 2008