Institute of Information Theory and Automation

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A. Kabasinskas

  1. Sutiene K., Kabasinskas A., Strebeika D., Kopa Miloš, Reichardt R. :  ESTIMATION OF VAR AND CVAR FROM FINANCIAL DATA USING SIMULATED ALPHA-STABLE RANDOM VARIABLES , 28th European Simulation and Modelling Conference Proceedings, p. 159-163 , Eds: Brito A.C., Tavares J.M., de Oliveira C.B., 28th European Simulation and Modelling Conference, (FEUP - University of Porto, PT, 22.10.2014-24.10.2014) [2014] Download
2019-01-07 08:39
Institute of Information Theory and Automation