Value-at-Risk and Expected Shortfall in Technology Hardware and Equipment Industry Using Fuzzy Model

Mayca Joy M. Amante, John Paulo A. Calinisan, Vicente L. Co, Venusmar C. Quevedo, Francispito P. Quevedo. Value-at-Risk and Expected Shortfall in Technology Hardware and Equipment Industry Using Fuzzy Model. In TENCON 2018 - 2018 IEEE Region 10 Conference, Jeju, South Korea, October 28-31, 2018. pages 2539-2544, IEEE, 2018. [doi]

@inproceedings{AmanteCCQQ18,
  title = {Value-at-Risk and Expected Shortfall in Technology Hardware and Equipment Industry Using Fuzzy Model},
  author = {Mayca Joy M. Amante and John Paulo A. Calinisan and Vicente L. Co and Venusmar C. Quevedo and Francispito P. Quevedo},
  year = {2018},
  doi = {10.1109/TENCON.2018.8650551},
  url = {https://doi.org/10.1109/TENCON.2018.8650551},
  researchr = {https://researchr.org/publication/AmanteCCQQ18},
  cites = {0},
  citedby = {0},
  pages = {2539-2544},
  booktitle = {TENCON 2018 - 2018 IEEE Region 10 Conference, Jeju, South Korea, October 28-31, 2018},
  publisher = {IEEE},
  isbn = {978-1-5386-5457-6},
}