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[IEEE 2008 International Workshop on Modelling, Simulation and Optimization (WMSO) - Hong Kong, China (2008.12.27-2008.12.28)] 2008 International Workshop on Modelling, Simulation and Optimization - Portfolio VaR Computation Based on O-GARCH
Chen, Rongda, Lv, Yi, Liu, JianboYear:
2008
Language:
english
DOI:
10.1109/wmso.2008.32
File:
PDF, 341 KB
english, 2008