ML Estimation of Distribution Parameters for VaR Calculation using Evolutionary Algorithms

ULUDAĞ G., ŞENEL İ. K., ETANER-UYAR A. Ş., DAĞ H.

WSEAS Transactions on Business and Economics, vol.2, no.3, pp.109-115, 2005 (Scopus)

  • Publication Type: Article / Article
  • Volume: 2 Issue: 3
  • Publication Date: 2005
  • Journal Name: WSEAS Transactions on Business and Economics
  • Journal Indexes: Scopus, EconLit, INSPEC
  • Page Numbers: pp.109-115
  • Istanbul University Affiliated: Yes