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"Fuzzy Value-at-Risk Forecasts Using a Novel Data-Driven Neuro Volatility ..."

Aerambamoorthy Thavaneswaran et al. (2019)

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DOI: 10.1109/COMPSAC.2019.10210

access: closed

type: Conference or Workshop Paper

metadata version: 2019-09-05

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  - conf/compsac/ThavaneswaranTZ19
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Aerambamoorthy Thavaneswaran, Ruppa K. Thulasiram, Zimo Zhu, Mohammed Erfanul Hoque, Nalini Ravishanker:
Fuzzy Value-at-Risk Forecasts Using a Novel Data-Driven Neuro Volatility Predictive Model. COMPSAC (2) 2019: 221-226

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