Loss function-based change point detection in risk measures
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Publication:6113344
DOI10.1016/j.ejor.2023.03.033OpenAlexW4361287210MaRDI QIDQ6113344
Emese Lazar, Xiaohan Xue, Shixuan Wang
Publication date: 11 July 2023
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2023.03.033
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