2 search results - page 1 / 1 » Multivariate volatility in environmental finance |
MCS
2008
Springer
13 years 9 months ago
2008
Springer
ICML
2010
IEEE
13 years 10 months ago
2010
IEEE
Predicting the "Value at Risk" of a portfolio of stocks is of great significance in quantitative finance. We introduce a new class models, "dynamical products of ex...