Grazyna Trzpiot, Alicja Ganczarek. Value at Risk Using the Principal Components Analysis on the Polish Power Exchange. In Myra Spiliopoulou, Rudolf Kruse, Christian Borgelt, Andreas Nürnberger, Wolfgang Gaul, editors, From Data and Information Analysis to Knowledge Engineering, Proceedings of the 29th Annual Conference of the Gesellschaft für Klassifikation e.V., University of Magdeburg, March 9-11, 2005. Studies in Classification, Data Analysis, and Knowledge Organization, pages 550-557, Springer, 2005. [doi]
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