Open AccessThe Selection of Sample Period and Measurement Window for VaR
Author(s) -
Ki Beom Binh,
Jung Bum Wee
Publication year - 2017
Publication title -
jaemu gwalli yeongu/jae'mu gwanri yeon'gu
Language(s) - English
Resource type - Journals
eISSN - 2734-0759
pISSN - 1225-0759
DOI - 10.22510/kjofm.2017.34.3.006
Subject(s) - window (computing) , sample (material) , selection (genetic algorithm) , period (music) , statistics , window period , computer science , mathematics , biology , artificial intelligence , chromatography , chemistry , world wide web , physics , genetics , acoustics , serology , antibody