Data-analytic approaches to the estimation of Value-at-Risk

Jianqing Fan, Juan Gu. Data-analytic approaches to the estimation of Value-at-Risk. In 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003. pages 271-277, IEEE, 2003. [doi]

Abstract

Abstract is missing.