Ecosyste.ms: Papers
An open API service providing mapping between scientific papers and software projects that are mentioned in them.
All mentions data is based on the CZI Software Mentions dataset.
Papers: 10.1371/journal.pone.0253307
https://doi.org/10.1371/journal.pone.0253307
A mutual information based R-vine copula strategy to estimate VaR in high frequency stock market data
Cited by: 6
Author(s): Charu Sharma, Niteesh Sahni
Published: over 3 years ago