A new method for extreme value at risk measure: QRNN+POT (Q2824471)
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scientific article; zbMATH DE number 6635052
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new method for extreme value at risk measure: QRNN+POT |
scientific article; zbMATH DE number 6635052 |
Statements
6 October 2016
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extreme value at risk
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nonlinear quantile regression
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quantile regression neural network
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A new method for extreme value at risk measure: QRNN+POT (English)
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