Improving Value-at-Risk forecast using GA-ARMA-GARCH and AI-KDE models - Concepedia

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Improving Value-at-Risk forecast using GA-ARMA-GARCH and AI-KDE models

16

Citations

48

References

2023

Year

Khreshna Syuhada, Venansius Tjahjono, Arief Rachman Hakim

Applied Soft Computing

Forecasting MethodologyEconomic ForecastingAi-kde ModelsAsset PricingEngineeringPredictive AnalyticsRisk ManagementRisk MetricBusinessForecastingFinance

References

	Year	Citations

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