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Value at risk calculation through ARCH factor methodology: Proposal and comparative analysis.
J. David Cabedo Semper
Ismael Moya Clemente
Published in:
Eur. J. Oper. Res. (2003)
Keyphrases
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comparative analysis
computer vision
fusion scheme
semi quantitative
factor analysis
neural network
decision making
risk factors
databases
image sequences
conceptual model
conceptual framework
risk management