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Daluiso, Roberto - In: The journal of computational finance 23 (2020) 4, pp. 61-91

Persistent link: https://www.econbiz.de/10012212482

Improved prediction of household expenditure by living standard measures via a unique neural network : the case of Iran

Azadeh, Ali; Davarzani, Samaneh; Arjmand, Azadeh; … - In: International journal of productivity and quality … 17 (2016) 2, pp. 142-182

Persistent link: https://www.econbiz.de/10011498192

Segmentation of PLS path models by iterative reweighted regressions

Schlittgen, Rainer; Ringle, Christian M.; Sarstedt, Marko; … - In: Journal of business research : JBR 69 (2016) 10, pp. 4583-4592

Persistent link: https://www.econbiz.de/10011554712

Genetic algorithms for parameter estimation in modelling of index returns

Franco, Manuel; Vivo, Juana-María - In: The European journal of finance 24 (2018) 13, pp. 1088-1099

Persistent link: https://www.econbiz.de/10012258872

Value-at-Risk-Schätzung mit Gauß'schen Mischverteilungen und künstlichen neuronalen Netzen

Prinzler, Ralf - 2001

Persistent link: https://www.econbiz.de/10001583953

Extreme value statistics using related variables

Ahmed, Hanan - 2022

Persistent link: https://www.econbiz.de/10013263346

Efficient density estimation and value at risk using Fejér-type kernel functions

Kosta, Olga; Stepanova, Natalia - In: Journal of mathematical finance 5 (2015) 5, pp. 480-504

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Estimating risk on the capital market with VaR method

Bogdan, Sinisa; Baresa, Suzana; Ivanovic, Zoran - In: UTMS journal of economics / University of Tourism and … 6 (2015) 1, pp. 165-175

The two basic questions that every investor tries to answer before investment are questions about predicting return and risk. Risk and return are generally considered two positively correlated sizes, during the growth of risk it is expected increase of return to compensate the higher risk. The...

Persistent link: https://www.econbiz.de/10011299237

A Bayesian encompassing test using combined value-at-risk estimates

Tsiotas, Georgios - In: Quantitative finance 18 (2018) 3, pp. 395-417

Persistent link: https://www.econbiz.de/10011906387

Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks

Lauer, Alexandra; Zähle, Henryk - In: Insurance / Mathematics & economics 74 (2017), pp. 99-108

Persistent link: https://www.econbiz.de/10011712409