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D. Strebeika
Sutiene K., Kabasinskas A., Strebeika D., Kopa Miloš, Reichardt R.
:
ESTIMATION OF VAR AND CVAR FROM FINANCIAL DATA USING SIMULATED ALPHA-STABLE RANDOM VARIABLES
,
28th European Simulation and Modelling Conference Proceedings, p. 159-163
, Eds: Brito A.C., Tavares J.M., de Oliveira C.B.,
28th European Simulation and Modelling Conference,
(FEUP - University of Porto, PT, 22.10.2014-24.10.2014) [2014]
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