An Improved CAViaR Model for Oil Price Risk.
Dashan Huang, Baimin Yu, Lean Yu, Frank J. Fabozzi, Masao Fukushima
VenueMulticonferenceICCS
Year2007
ProceedingsInternational Conference on Computational Science (3)
DBLP recordconf/iccS/HuangYYFF07 ↗
Browse the full ICCS paper archive.