Wavelet-based adaptation of value at risk estimation to different time horizons

Y. Hamburger, U. Kaymak, J. Berg, van den

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

Original languageEnglish
Title of host publicationEuropean Symposium in Intelligent Technologies, Hybrid Systems and their implementation on Smart Adaptive Systems, June 10-12, Aachen, Germany
EditorsM. Bausch, S. Faust, E-M. Lenart, S. Lieven, J. Wesbuer
Place of PublicationAachen, Germany
PublisherEUNITE Service Center c/o ELITE Foundation
ISBN (Print)3-86130-368-X
Publication statusPublished - 2004

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