Ensemble forecasting of Value at Risk via Multi Resolution Analysis based methodology in metals markets

Kaijian He, Kin Keung Lai, Jerome Yen. Ensemble forecasting of Value at Risk via Multi Resolution Analysis based methodology in metals markets. Expert Syst. Appl., 39(4):4258-4267, 2012. [doi]

Authors

Kaijian He

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Kin Keung Lai

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Jerome Yen

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