Modelling systemic risk using neural network quantile regression
Crossref DOI link: https://doi.org/10.1007/s00181-021-02035-1
Published Online: 2021-03-10
Published Print: 2022-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Keilbar, Georg http://orcid.org/0000-0002-5574-3405
Wang, Weining
Funding for this research was provided by:
Deutsche Forschungsgemeinschaft
Text and Data Mining valid from 2021-03-10
Version of Record valid from 2021-03-10
Article History
Received: 15 July 2019
Accepted: 22 February 2021
First Online: 10 March 2021