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~isPartOf:"Journal of risk management in financial institutions"
~person:"Brandtner, Mario"
~person:"Wang, Ruodu"
~person:"Wilkens, Sascha"
~subject:"Measurement"
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Journal of risk management in financial institutions
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Machine learning in risk measurement : Gaussian process regression for value-at-risk and expected shortfall
Wilkens, Sascha
- In:
Journal of risk management in financial institutions
12
(
2019
)
3
,
pp. 374-383
Persistent link: https://www.econbiz.de/10012131743
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