Estimating value at risk: LSTM vs. GARCH

21 July 2022

Papers citing "Estimating value at risk: LSTM vs. GARCH"

2 / 2 papers shown

Title
Interval Forecasts for Gas Prices in the Face of Structural Breaks -- Statistical Models vs. Neural Networks Stephan Schlüter Sven Pappert Martin Neumann 31 0 0 23 Jul 2024
Learning Value-at-Risk and Expected Shortfall D. Barrera Stéphane Crépey E. Gobet Hoang Nguyen Bouazza Saadeddine 30 5 0 14 Sep 2022