Expand icon Search icon File icon file Download

Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression

Chronopoulos, Ilias and Raftapostolos, Aristeidis and Kapetanios, George (2023) Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression. Journal of Financial Econometrics, 22 (3). pp. 636-669. DOI https://doi.org/10.1093/jjfinec/nbad014



Abstract

Available files

Filename: crk2023.pdf

Licence: Creative Commons: Attribution 4.0

Statistics

Altmetrics

Downloads

downloads and page views since this item was published

View detailed statistics