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GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural Networks

Crossref DOI link: https://doi.org/10.1007/s10614-023-10390-7

Published Online: 2023-05-22

Published Print: 2024-05

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Buczynski, Mateusz https://orcid.org/0000-0003-1734-9287
Chlebus, Marcin https://orcid.org/0000-0002-9149-1065
License Information

Text and Data Mining valid from 2023-05-22

Version of Record valid from 2023-05-22
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Article History

Accepted: 4 April 2023

First Online: 22 May 2023

Declarations

:

: The authors declare that they have no conflict of interest.