GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource, 1 online resource.
- Sprache
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Englisch
- Erschienen in
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GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks ; day:22 ; month:5 ; year:2023 ; pages:1-31
Computational economics ; (22.5.2023), 1-31
- Klassifikation
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Wirtschaft
- Urheber
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Buczynski, Mateusz
Chlebus, Marcin
- Beteiligte Personen und Organisationen
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SpringerLink (Online service)
- DOI
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10.1007/s10614-023-10390-7
- URN
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urn:nbn:de:101:1-2023091011571794008555
- Rechteinformation
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 10:58 MESZ
Datenpartner
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Beteiligte
- Buczynski, Mateusz
- Chlebus, Marcin
- SpringerLink (Online service)
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