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Functional gradient descent for financial time series with an application to the measurement of market risk

✍ Scribed by Francesco Audrino; Giovanni Barone-Adesi

Book ID: 116614564
Publisher: Elsevier Science
Year: 2005
Tongue: English
Weight: 353 KB
Volume: 29
Category: Article
ISSN: 0378-4266
DOI: 10.1016/j.jbankfin.2004.08.008

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