Evaluation of Value-at-Risk for short term investment by using Cornish-Fisher expansion.

Virgilijus Sakalauskas Dalia Kriksciuniene

Published in: ISDA (1) (2006)

Keyphrases

short term
long term
short term and long term
decision making
real estate investment
long term memory
stock market
medium term
motion prediction
electric load forecasting
forecasting model
short and long term
risk management
load forecasting
wind speed
investment decisions
wind power
particle swarm optimization