Financial and risk modelling with semicontinuous covariances

TitleFinancial and risk modelling with semicontinuous covariances
Publication TypeJournal Article
Year of Publication2017
AuthorsStehlik M, Helperstorfer C, Hermann P, Supina J, Grilo LM, Maidana JP, Fuders F, Stehlikova S
JournalInf. Sci.
Volume394
Pagination246-272
Date PublishedJUL
ISSN0020-0255
DOI10.1016/j.ins.2017.02.002