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Items where Author is "Raftapostolos, Aristeidis"

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Number of items: 2.

Article

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

Monograph

Chronopoulos, Ilias and Raftapostolos, Aristeidis and Kapetanios, George (2023) Forecasting Value-at-Risk using deep neural network quantile regression. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

This list was generated on Thu Mar 28 23:04:34 2024 GMT.