A Neural Network with Shared Dynamics for Multi-Step Prediction of Value-at-Risk and Volatility

Nalan Bastürk, Peter C. Schotman, Hugo Schyns

Research output: Working paper / Preprint › Working paper

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A Neural Network with Shared Dynamics for Multi-Step Prediction of Value-at-Risk and Volatility
Hugo Schyns (Speaker)
23 Jun 2021
Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic