Kin Keung Lai, Kaijian He, Jerome Yen Modeling VaR in Crude Oil Market: A Multi Scale Nonlinear Ensemble Approach Incorporating Wavelet Analysis and ANN. [Citation Graph (0, 0)][DBLP] International Conference on Computational Science (1), 2007, pp:554-561 [Conf]
Estimating Real Estate Value-at-Risk Using Wavelet Denoising and Time Series Model. [Citation Graph (, )][DBLP]
Market Risk Measurement for Crude Oil: A Wavelet Based VaR Approach. [Citation Graph (, )][DBLP]
Estimation of Value-at-Risk for Exchange Risk Via Kernel Based Nonlinear Ensembled Multi Scale Model. [Citation Graph (, )][DBLP]
A Wavelet Based Multi Scale VaR Model for Agricultural Market. [Citation Graph (, )][DBLP]
Crude Oil Price Prediction Using Slantlet Denoising Based Hybrid Models. [Citation Graph (, )][DBLP]
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