| A Wavelet Based Multi Scale VaR Model for Agricultural Market | |
| By:He, KJ [ 1,2 ]; Lai, KK [ 1 ]; Guu, SM [ 3 ]; Zhang, JL [ 4 ] Edited by:Thi, HAL; Bouvry, P; Dinh, TP Hide ResearcherID and ORCID View ResearcherID and ORCID Author ResearcherID ORCID Number Lai, Kin Keung http://orcid.org/0000-0003-1478-4996 He, Kaijian http://orcid.org/0000-0001-8097-4435 | |
| 会议名称 | MODELLING, COMPUTATION AND OPTIMIZATION IN INFORMATION SYSTEMS AND MANAGEMENT SCIENCES, PROCEEDINGS |
| 会议日期 | 2008 |
| 会议地点 | 429 |
| 关键词 | financial risk management time series analysis wavelets and fractals Value at Risk |
| 会议录 | Vol.14
 |
| URL标识 | 查看原文 |
| 内容类型 | 会议论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/6706172 |
| 专题 | 湖南大学 |
| 作者单位 | 1.City Univ Hong Kong, Dept Management Sci, 83 Tat Chee Ave, Kowloon, Hong Kong, Peoples R China 2.Hunan Univ, Coll Business Adm, Changsha 410082, Hunan, Peoples R China 3.Yuan Ze Univ, Coll Management, Taoyuan 32003, Taiwan 4.Huazhong Univ Sci & Technol, Coll Management, Wuhan 430074, Peoples R China |
| 推荐引用方式 GB/T 7714 | By:He, KJ [ 1,2 ],Lai, KK [ 1 ],Guu, SM [ 3 ],et al. A Wavelet Based Multi Scale VaR Model for Agricultural Market[C]. 见:MODELLING, COMPUTATION AND OPTIMIZATION IN INFORMATION SYSTEMS AND MANAGEMENT SCIENCES, PROCEEDINGS. 429. 2008. |
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