Combine GARCH model and neural networks to forecast Value at Risk (VAR) in the futures market (Q3640000)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Combine GARCH model and neural networks to forecast Value at Risk (VAR) in the futures market |
scientific article |
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Combine GARCH model and neural networks to forecast Value at Risk (VAR) in the futures market (English)
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26 October 2009
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neural networks
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GARCH model
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value at risk
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