2 search results - page 1 / 1 » Multivariate volatility in environmental finance |
75
Voted
MCS
2008
Springer
15 years 2 months ago
2008
Springer
213
Voted
ICML
2010
IEEE
15 years 3 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...