GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks

Location
Deutsche Nationalbibliothek Frankfurt am Main
Extent
Online-Ressource, 1 online resource.
Language
Englisch

Bibliographic citation
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

Classification
Wirtschaft

Creator
Buczynski, Mateusz
Chlebus, Marcin
Contributor
SpringerLink (Online service)

DOI
10.1007/s10614-023-10390-7
URN
urn:nbn:de:101:1-2023091011571794008555
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
14.08.2025, 10:58 AM CEST

Data provider

This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.

Associated

  • Buczynski, Mateusz
  • Chlebus, Marcin
  • SpringerLink (Online service)

Other Objects (12)