Estimating market risk with neural networks (Q5386287)

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scientific article; zbMATH DE number 5274444
Language Label Description Also known as
English
Estimating market risk with neural networks
scientific article; zbMATH DE number 5274444

    Statements

    title
    Estimating market risk with neural networks (English)
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    author
    Jürgen Franke
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    Mabouba Diagne
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    publication date
    14 May 2008
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    zbMATH Keywords
    ARCH process
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    backtesting
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    expected shortfall
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    GARCH process
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    market risk
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62M10
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    62M45
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    62G05
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    91B28
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    zbMATH DE Number
    5274444
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    OpenAlex ID
    W1525390208
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