✦ LIBER ✦
Measuring daily Value-at-Risk of SSEC index: A new approach based on multifractal analysis and extreme value theory
✍ Scribed by Wei, Yu; Chen, Wang; Lin, Yu
- Book ID
- 121741570
- Publisher
- Elsevier Science
- Year
- 2013
- Tongue
- English
- Weight
- 508 KB
- Volume
- 392
- Category
- Article
- ISSN
- 0378-4371
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