Estimating value-at-risk using neural networks
Hermann Locarek-Junge ; Ralf Prinzler
| Year of publication: |
1998
|
|---|---|
| Authors: | Locarek-Junge, Hermann |
| Other Persons: | Prinzler, Ralf (contributor) |
| Published in: |
Informationssysteme in der Finanzwirtschaft : mit 35 Tabellen. - Berlin : Springer, ISBN 3-540-65021-0. - 1998, p. 385-397
|
| Subject: | Risiko | Risk | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Neuronale Netze | Neural networks | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001303892