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~person:"Kapetanios, George"
~source:"econis"
~subject:"Theory"
~type_genre:"Article in journal"
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Kapetanios, George
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7
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Forecasting value-at-risk using deep neural network quantile regression
Chronopoulos, Ilias
;
Raftapostolos, Aristeidis
; …
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 636-669
Persistent link: https://www.econbiz.de/10015045167
Saved in:
2
A radial basis function artificial neural network test for neglected nonlinearity
Blake, Andrew P.
;
Kapetanios, George
- In:
The econometrics journal
6
(
2003
)
2
,
pp. 357-373
Persistent link: https://www.econbiz.de/10001831265
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3
Bootstrap neural network cointegration tests against nonlinear alternative hypotheses
Kapetanios, George
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
7
(
2003
)
2
Persistent link: https://www.econbiz.de/10002004109
Saved in:
4
A radial basis function artifical neural network test for ARCH
Blake, Andrew P.
;
Kapetanios, George
- In:
Economics letters
69
(
2000
)
1
,
pp. 15-23
Persistent link: https://www.econbiz.de/10001512718
Saved in:
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