Multi-resolution estimating model of the value-at-risk and its mean square error convergence analysis

PENG Xuan-hua, FU Qiang

Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (10) : 1837-1846.

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Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (10) : 1837-1846. DOI: 10.12011/1000-6788(2011)10-1837

Multi-resolution estimating model of the value-at-risk and its mean square error convergence analysis

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2011, 31(10): 1837-1846 https://doi.org/10.12011/1000-6788(2011)10-1837

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