Modelling commodity value at risk with higher order neural networks
Year of publication: |
2010
|
---|---|
Authors: | Dunis, Christian ; Laws, Jason ; Sermpinis, Georgios |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 20.2010, 7/9, p. 585-600
|
Subject: | Risikomaß | Risk measure | Gold | Erdöl | Petroleum | Neuronale Netze | Neural networks | 2002-2008 |
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