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"Value at Risk Using the Principal Components Analysis on the Polish Power ..."

Grazyna Trzpiot, Alicja Ganczarek (2005)

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DOI: 10.1007/3-540-31314-1_67

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-23

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  dblp key:
  - conf/gfkl/TrzpiotG05
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Grazyna Trzpiot, Alicja Ganczarek:
Value at Risk Using the Principal Components Analysis on the Polish Power Exchange. GfKl 2005: 550-557

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