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
Estimating market risk with neural networks (English)
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14 May 2008
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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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