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Search: subject:"Hierarchical Correlation Reconstruction"
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Central European journal of operations research
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ECONIS (ZBW)
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Multi-feature evaluation of financial contagion
Duda, Jarosław
;
Gurgul, Henryk
;
Syrek, Robert
- In:
Central European journal of operations research
30
(
2022
)
4
,
pp. 1167-1194
Persistent link: https://www.econbiz.de/10013445701
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HCR & HCR-GARCH - novel statistical learning models for value at risk estimation
Woźniak, Michał
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795164
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