VaRSOM: A Tool to Monitor Markets' Stability Based on Value at Risk and Self‐Organizing Maps

Publisher: John Wiley & Sons Inc

E-ISSN: 1099-1174|23|1-2|47-64

ISSN: 1055-615x

Source: INTELLIGENT SYSTEMS IN ACCOUNTING, FINANCE AND MANAGEMENT, Vol.23, Iss.1-2, 2016-01, pp. : 47-64

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Abstract