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

Onderzoeksoutput: Hoofdstuk in Boek/Rapport/Congresprocedure › Conferentiebijdrage › Academic › peer review

Originele taal-2	Engels
Titel	European Symposium in Intelligent Technologies, Hybrid Systems and their implementation on Smart Adaptive Systems, June 10-12, Aachen, Germany
Redacteuren	M. Bausch, S. Faust, E-M. Lenart, S. Lieven, J. Wesbuer
Plaats van productie	Aachen, Germany
Uitgeverij	EUNITE Service Center c/o ELITE Foundation
Pagina's	195-208
ISBN van geprinte versie	3-86130-368-X
Status	Gepubliceerd - 2004

Citeer dit

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 (editors), European Symposium in Intelligent Technologies, Hybrid Systems and their implementation on Smart Adaptive Systems, June 10-12, Aachen, Germany (blz. 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. redacteur / M. Bausch ; S. Faust ; E-M. Lenart ; S. Lieven ; J. Wesbuer. Aachen, Germany : EUNITE Service Center c/o ELITE Foundation, 2004. blz. 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.",

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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 (uitgave), 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, blz. 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. uitgave / M. Bausch; S. Faust; E-M. Lenart; S. Lieven; J. Wesbuer. Aachen, Germany: EUNITE Service Center c/o ELITE Foundation, 2004. blz. 195-208.

Onderzoeksoutput: Hoofdstuk in Boek/Rapport/Congresprocedure › Conferentiebijdrage › 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, redacteurs, 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. blz. 195-208