Marina Resta. VaRSOM: A Tool to Monitor Markets' Stability Based on Value at Risk and Self-Organizing Maps. Int. Syst. in Accounting, Finance and Management, 23(1-2):47-64, 2016. [doi]
@article{Resta16a,
title = {VaRSOM: A Tool to Monitor Markets' Stability Based on Value at Risk and Self-Organizing Maps},
author = {Marina Resta},
year = {2016},
doi = {10.1002/isaf.1372},
url = {http://dx.doi.org/10.1002/isaf.1372},
researchr = {https://researchr.org/publication/Resta16a},
cites = {0},
citedby = {0},
journal = {Int. Syst. in Accounting, Finance and Management},
volume = {23},
number = {1-2},
pages = {47-64},
}