Probabilistic fuzzy systems in value-at-risk estimation
Year of publication: |
2009
|
---|---|
Authors: | Almeida, R. J. ; Kaymak, U. |
Published in: |
Intelligent systems in accounting finance and management : international journal. - Chichester : Wiley & Sons, ISSN 1055-615X, ZDB-ID 2166336-1. - Vol. 16.2009, 1/2, p. 49-70
|
Subject: | Risikomaß | Risk measure | Fuzzy-Set-Theorie | Fuzzy sets | Prognoseverfahren | Forecasting model | Wahrscheinlichkeitsrechnung | Probability theory |
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