Wavelet-based adaptation of value at risk estimation to different time horizons

Y Hamburger, U Kaymak, J (Jan) van den Berg

Research output: Chapter/Conference proceedingConference proceedingAcademicpeer-review

Original languageUndefined/Unknown
Title of host publicationEuropean Symposium in Intelligent Technologies, Hybrid Systems and their implementation on Smart Adaptive Systems, June 10-12, Aachen, Germany
EditorsM. Bausch, S. Faust, E-M. Lenart, S. Lieven, J. Wesbuer
Place of PublicationAachen, Germany
Number of pages14
Publication statusPublished - 2004

Research programs

  • EUR ESE 14

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