Portfolio value-at-risk forecasting with GA-based extreme...

Portfolio value-at-risk forecasting with GA-based extreme value theory

Ping-Chen Lin, Po-Chang Ko
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Volume:
36
Year:
2009
Language:
english
Pages:
10
DOI:
10.1016/j.eswa.2008.01.086
File:
PDF, 232 KB
english, 2009
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