An Online Sequential Learning Non-parametric Value-at-Risk Model for High-Dimensional Time Series
Crossref DOI link: https://doi.org/10.1007/s12559-017-9516-y
Published Online: 2017-10-14
Published Print: 2018-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhang, Heng-Guo
Wu, Libo
Song, Yan
Su, Chi-Wei
Wang, Qingping
Su, Fei
License valid from 2017-10-14