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"An Online Sequential Learning Non-parametric Value-at-Risk Model for ..."

Heng-Guo Zhang et al. (2018)

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DOI: 10.1007/S12559-017-9516-Y

access: closed

type: Journal Article

metadata version: 2020-10-26

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  - journals/cogcom/ZhangWSSWS18
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  - https://dblp.org/rec/journals/cogcom/ZhangWSSWS18
Heng-Guo Zhang, Libo Wu, Yan Song, Chi-Wei Su, Qingping Wang, Fei Su:
An Online Sequential Learning Non-parametric Value-at-Risk Model for High-Dimensional Time Series. Cogn. Comput. 10(2): 187-200 (2018)

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