Author:
Ball Bryan,Flood Mark,Jagadish H. V.,Langsam Joe,Raschid Louiqa,Wiriyathammabhum Peratham
Reference16 articles.
1. L. Alessi and C. Detken. 'real time' early warning indicators for costly asset price boom/bust cycles: A role for global liquidity. ECB Working Paper 1039, European Central Bank, March 2009.
2. Y. Amihud and H. Mendelson. Liquidity and stock returns. Financial Analyst Journal, 42(3):43--48, 1986.
3. B. Basel Committee on Banking Supervision. Developments in modelling risk aggregation. Technical report, BIS, 2010.
4. B. Basel Committee on Banking Supervision. Principles for effective risk data aggregation and risk reporting. Technical report, BIS, 2013.
5. G. Box, G. M. Jenkins, and G. C. Reinsel. Time Series Analysis: Forecasting and Control (Third ed.). Prentice-Hall, 1994.
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. LadderFilter: Filtering Infrequent Items with Small Memory and Time Overhead;Proceedings of the ACM on Management of Data;2023-05-26
2. SHE: A Generic Framework for Data Stream Mining over Sliding Windows;Proceedings of the 51st International Conference on Parallel Processing;2022-08-29
3. A Sketch Framework for Approximate Data Stream Processing in Sliding Windows;IEEE Transactions on Knowledge and Data Engineering;2022
4. Out of Many We are One;Proceedings of the 2021 International Conference on Management of Data;2021-06-09