Browsing IRGO (Institut de Recherche en Gestion des Organisations) - EA 4190 by Author "TZAGKARAKIS, Georgios"
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Nonparametric adaptive value-at-risk quantification based on the multiscale energy distribution of asset returns
TZAGKARAKIS, Georgios; MAURER, Frantz; DIONYSOPOULOS, Thomas(28th European Signal Processing Conference (EUSIPCO), Nonparametric adaptive value-at-risk quantification based on the multiscale energy distribution of asset returns, nl, Amsterdam, 2021)Communication dans un congrès avec actes