An Optimal Threshod Selection Approach for the Value at Risk of the Extreme Events
Crossref DOI link: https://doi.org/10.1134/S1995080222120071
Published Online: 2022-12-27
Published Print: 2022-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Boonradsamee, Jutamas
Jaroengeratikun, Uraiwan
Bodhisuwan, Winai
Text and Data Mining valid from 2022-09-01
Version of Record valid from 2022-09-01
Article History
Received: 30 September 2021
Revised: 10 October 2021
Accepted: 20 October 2021
First Online: 27 December 2022