Work

Ensemble forecasting of Value at Risk via Multi Resolution Analysis based methodology in metals markets

Year: 2011

Type: article

Source: Expert Systems with Applications

DOI: 10.1016/j.eswa.2011.09.108

Authors: Kaijian He, Kin Keung Lai, Jerome Yen

Institutions: Hunan University of Science and Technology, City University of Hong Kong, Tung Wah College

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1996432790

FWCI: 1.186

Cites: 91

Cited by: 25

Related to: 10