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Intelligent Control and Automation
Submission
Intelligent Control and Automation
ISSN Print:
2153-0653
ISSN Online:
2153-0661
www.scirp.org/journal/ica
E-mail:
ica@scirp.org
Google-based Impact Factor:
0.70
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"
Method of Dynamic VaR and CVaR Risk Measures Forecasting for Long Range Dependent Time Series on the Base of the Heteroscedastic Model
"
written by
Nataliya D. Pankratova, Nataliia G. Zrazhevska
,
published by
Intelligent Control and Automation
,
Vol.8 No.2, 2017
has been cited by the following article(s):
Google Scholar
CrossRef
[1]
Quintile regression based approach for dynamical VaR and CVaR forecasting using metalog distribution
2021
[2]
Generalized Approach for Estimating and Forecasting of Dynamical VaR and CVaR Based on Metalog Distribution
2020 - Springer
,
2020
[3]
Generalized Approach for Estimatingand Forecasting of Dynamical VaRand CVaR Based on Metalog Distribution
2020
[4]
Методи і моделі прогнозування мір динамічних фондових ризиків
2018
[5]
Construction of prediction of dynamic risk measures VaR and CVaR for financial time series with different volatility
2017
[1]
Lecture Notes in Computational Intelligence and Decision Making
Advances in Intelligent Systems and Computing
,
2021
DOI:
10.1007/978-3-030-54215-3_15
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