Study of Financial Risk Based on EVT

Feng Li, Qizhe Quan. Study of Financial Risk Based on EVT. In 9th International Conference on Hybrid Intelligent Systems (HIS 2009), August 12-14, 2009, Shenyang, China. pages 179-182, IEEE Computer Society, 2009. [doi]

@inproceedings{LiQ09-1,
  title = {Study of Financial Risk Based on EVT},
  author = {Feng Li and Qizhe Quan},
  year = {2009},
  doi = {10.1109/HIS.2009.249},
  url = {http://doi.ieeecomputersociety.org/10.1109/HIS.2009.249},
  tags = {rule-based},
  researchr = {https://researchr.org/publication/LiQ09-1},
  cites = {0},
  citedby = {0},
  pages = {179-182},
  booktitle = {9th International Conference on Hybrid Intelligent Systems (HIS 2009), August 12-14, 2009, Shenyang, China},
  publisher = {IEEE Computer Society},
  isbn = {978-0-7695-3745-0},
}