Nonparametric conditional autoregressive expectile model via neural network with applications to estimating financial risk (Q4620176): Difference between revisions
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| Property / DOI: 10.1002/asmb.2212 / rank | |||
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| Property / author: Ke-ming Yu / rank | |||
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Latest revision as of 14:51, 30 December 2024
scientific article; zbMATH DE number 7015472
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric conditional autoregressive expectile model via neural network with applications to estimating financial risk |
scientific article; zbMATH DE number 7015472 |
Statements
Nonparametric conditional autoregressive expectile model via neural network with applications to estimating financial risk (English)
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8 February 2019
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expectiles
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quantile
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neural network
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nonparametric conditional autoregressive expectiles
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value at risk
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expected shortfall
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