Estimating market risk with neural networks (Q5386287)

From MaRDI portal
Revision as of 20:03, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
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)
    0 references
    author
    Jürgen Franke
    0 references
    Mabouba Diagne
    0 references
    publication date
    14 May 2008
    0 references
    zbMATH Keywords
    ARCH process
    0 references
    backtesting
    0 references
    expected shortfall
    0 references
    GARCH process
    0 references
    market risk
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62P05
    0 references
    62M10
    0 references
    62M45
    0 references
    62G05
    0 references
    91B28
    0 references
    zbMATH DE Number
    5274444
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5386287&oldid=29413900"
    Powered by MediaWiki