2 search results - page 1 / 1 » Multivariate volatility in environmental finance |
64
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MCS
2008
Springer
15 years 11 days ago
2008
Springer
181
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ICML
2010
IEEE
15 years 1 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...