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

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

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

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

Information Systems IE&IS

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

Original language	English
Title of host publication	European Symposium in Intelligent Technologies, Hybrid Systems and their implementation on Smart Adaptive Systems, June 10-12, Aachen, Germany
Editors	M. Bausch, S. Faust, E-M. Lenart, S. Lieven, J. Wesbuer
Place of Publication	Aachen, Germany
Publisher	EUNITE Service Center c/o ELITE Foundation
Pages	195-208
ISBN (Print)	3-86130-368-X
Publication status	Published - 2004

Cite this

Hamburger, Y., Kaymak, U., & Berg, van den, J. (2004). Wavelet-based adaptation of value at risk estimation to different time horizons. In M. Bausch, S. Faust, E.-M. Lenart, S. Lieven, & J. Wesbuer (Eds.), European Symposium in Intelligent Technologies, Hybrid Systems and their implementation on Smart Adaptive Systems, June 10-12, Aachen, Germany (pp. 195-208). EUNITE Service Center c/o ELITE Foundation.

Hamburger, Y. ; Kaymak, U. ; Berg, van den, J. / Wavelet-based adaptation of value at risk estimation to different time horizons. European Symposium in Intelligent Technologies, Hybrid Systems and their implementation on Smart Adaptive Systems, June 10-12, Aachen, Germany. editor / M. Bausch ; S. Faust ; E-M. Lenart ; S. Lieven ; J. Wesbuer. Aachen, Germany : EUNITE Service Center c/o ELITE Foundation, 2004. pp. 195-208

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title = "Wavelet-based adaptation of value at risk estimation to different time horizons",

author = "Y. Hamburger and U. Kaymak and {Berg, van den}, J.",

year = "2004",

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isbn = "3-86130-368-X",

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editor = "M. Bausch and S. Faust and E-M. Lenart and S. Lieven and J. Wesbuer",

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Hamburger, Y, Kaymak, U & Berg, van den, J 2004, Wavelet-based adaptation of value at risk estimation to different time horizons. in M Bausch, S Faust, E-M Lenart, S Lieven & J Wesbuer (eds), European Symposium in Intelligent Technologies, Hybrid Systems and their implementation on Smart Adaptive Systems, June 10-12, Aachen, Germany. EUNITE Service Center c/o ELITE Foundation, Aachen, Germany, pp. 195-208.

Wavelet-based adaptation of value at risk estimation to different time horizons. / Hamburger, Y.; Kaymak, U.; Berg, van den, J.
European Symposium in Intelligent Technologies, Hybrid Systems and their implementation on Smart Adaptive Systems, June 10-12, Aachen, Germany. ed. / M. Bausch; S. Faust; E-M. Lenart; S. Lieven; J. Wesbuer. Aachen, Germany: EUNITE Service Center c/o ELITE Foundation, 2004. p. 195-208.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

TY - GEN

T1 - Wavelet-based adaptation of value at risk estimation to different time horizons

AU - Hamburger, Y.

AU - Kaymak, U.

AU - Berg, van den, J.

PY - 2004

Y1 - 2004

M3 - Conference contribution

SN - 3-86130-368-X

SP - 195

EP - 208

BT - European Symposium in Intelligent Technologies, Hybrid Systems and their implementation on Smart Adaptive Systems, June 10-12, Aachen, Germany

A2 - Bausch, M.

A2 - Faust, S.

A2 - Lenart, E-M.

A2 - Lieven, S.

A2 - Wesbuer, J.

PB - EUNITE Service Center c/o ELITE Foundation

CY - Aachen, Germany

ER -

Hamburger Y, Kaymak U, Berg, van den J. Wavelet-based adaptation of value at risk estimation to different time horizons. In Bausch M, Faust S, Lenart EM, Lieven S, Wesbuer J, editors, European Symposium in Intelligent Technologies, Hybrid Systems and their implementation on Smart Adaptive Systems, June 10-12, Aachen, Germany. Aachen, Germany: EUNITE Service Center c/o ELITE Foundation. 2004. p. 195-208