Varsom : a tool to monitor markets' stability based on value at risk and self-organizing maps
Year of publication: |
January-June 2016
|
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Authors: | Resta, Marina |
Published in: |
Intelligent systems in accounting finance and management : international journal. - Chichester : Wiley & Sons, ISSN 1055-615X, ZDB-ID 2166336-1. - Vol. 23.2016, 1/2, p. 47-64
|
Subject: | markets' stability | self-organizing maps | value at risk | Theorie | Theory | Risikomaß | Risk measure |
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