Nonparametric conditional autoregressive expectile model via neural network with applications to estimating financial risk (Q4620176)
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scientific article; zbMATH DE number 7015472
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric conditional autoregressive expectile model via neural network with applications to estimating financial risk |
scientific article; zbMATH DE number 7015472 |
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Nonparametric conditional autoregressive expectile model via neural network with applications to estimating financial risk (English)
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8 February 2019
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expectiles
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quantile
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neural network
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nonparametric conditional autoregressive expectiles
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value at risk
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expected shortfall
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