Kin Keung Lai, Kaijian He, Chi Xie, Shou Chen. Market Risk Measurement for Crude Oil: A Wavelet Based VaR Approach. In Proceedings of the International Joint Conference on Neural Networks, IJCNN 2006, part of the IEEE World Congress on Computational Intelligence, WCCI 2006, Vancouver, BC, Canada, 16-21 July 2006. pages 2129-2136, IEEE, 2006. [doi]
Abstract is missing.