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]
@inproceedings{FanG03-0,
title = {Data-analytic approaches to the estimation of Value-at-Risk},
author = {Jianqing Fan and Juan Gu},
year = {2003},
doi = {10.1109/CIFER.2003.1196271},
url = {http://dx.doi.org/10.1109/CIFER.2003.1196271},
researchr = {https://researchr.org/publication/FanG03-0},
cites = {0},
citedby = {0},
pages = {271-277},
booktitle = {2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
publisher = {IEEE},
isbn = {0-7803-7654-4},
}