Nonparametric conditional autoregressive expectile model via neural network with applications to estimating financial risk
Work
Year: 2016
Type: article
Authors Qifa Xu, Xi Liu, Cuixia Jiang, Keming Yu
Institutions Hefei University of Technology, Ministry of Education of the People's Republic of China, Brunel University of London
Cites: 35
Cited by: 15
Related to: 10
FWCI: 0.731
Citation percentile (by year/subfield): 81.89
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Funders National Natural Science Foundation of China, National Natural Science Foundation of China, National Natural Science Foundation of China
Grant IDS 71490725, 71071087, 71101134