Value-at-risk with quantile regression neural network: new evidence from internet finance firms

DOI10.1002/asmb.2808MaRDI QIDQ6581553

Elya Nabila Abdul Bahri, Li Zeng, Wee-Yeap Lau

Publication date: 30 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

value-at-riskfinancial riskInternet financequantile regression neural network

Mathematics Subject Classification ID

Statistics (62-XX)

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