A multivariate FGD technique to improve VaR computation in equity markets (Q2477608): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multivariate FGD technique to improve VaR computation in equity markets |
scientific article |
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A multivariate FGD technique to improve VaR computation in equity markets (English)
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14 March 2008
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functional gradient descent (FGD)
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