"Quantile approximations in auto-regressive portfolio models."

Ales Ahcan et al. (2011)

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DOI: 10.1016/J.CAM.2010.09.023

access: open

type: Journal Article

metadata version: 2021-02-16

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Ales Ahcan, Igor Masten, Saso Polanec, Mihael Perman:
Quantile approximations in auto-regressive portfolio models. J. Comput. Appl. Math. 235(8): 1976-1983 (2011)

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