Kaijian He, Yingchao Zou, Kin Keung Lai. Wavelet Based Approach for Exchange Rate Portfolio Value at Risk Estimation. In Lean Yu, Rongda Chen, Shouyang Wang, editors, Sixth International Conference on Business Intelligence and Financial Engineering, BIFE 2013, Hangzhou, China, November 14-16, 2013. pages 258-262, IEEE, 2013. [doi]
Abstract is missing.