Kin Keung Lai, Kaijian He, Chi Xie, Shou Chen. Market Risk for Nonferrous Metals: A Wavelet Based VaR Approach. In Proceedings of the Sixth International Conference on Intelligent Systems Design and Applications (ISDA 2006), October 16-18, 2006, Jinan, China. pages 1179-1184, IEEE Computer Society, 2006. [doi]
Abstract is missing.