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]
@article{HeLY12, title = {Ensemble forecasting of Value at Risk via Multi Resolution Analysis based methodology in metals markets}, author = {Kaijian He and Kin Keung Lai and Jerome Yen}, year = {2012}, doi = {10.1016/j.eswa.2011.09.108}, url = {http://dx.doi.org/10.1016/j.eswa.2011.09.108}, researchr = {https://researchr.org/publication/HeLY12}, cites = {0}, citedby = {0}, journal = {Expert Syst. Appl.}, volume = {39}, number = {4}, pages = {4258-4267}, }