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

Khreshna Syuhada, Venansius Tjahjono, Arief Hakim (2023)

> Home

Details and statistics

DOI: 10.1016/J.ASOC.2023.110885

access: closed

type: Journal Article

metadata version: 2024-01-13

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/asc/SyuhadaTH23
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/asc/SyuhadaTH23
Khreshna Syuhada, Venansius Tjahjono, Arief Hakim:
Improving Value-at-Risk forecast using GA-ARMA-GARCH and AI-KDE models. Appl. Soft Comput. 148: 110885 (2023)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.