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"Modeling VaR in Crude Oil Market: A Multi Scale Nonlinear Ensemble ..."

Kin Keung Lai, Kaijian He, Jerome Yen (2007)

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DOI: 10.1007/978-3-540-72584-8_73

access: open

type: Conference or Workshop Paper

metadata version: 2018-06-26

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  dblp key:
  - conf/iccS/LaiHY07
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  - https://dblp.org/rec/conf/iccS/LaiHY07
Kin Keung Lai, Kaijian He, Jerome Yen:
Modeling VaR in Crude Oil Market: A Multi Scale Nonlinear Ensemble Approach Incorporating Wavelet Analysis and ANN. International Conference on Computational Science (1) 2007: 554-561

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