Enhancing Market Risk Prediction: Integrating Deep Learning with GARCH Models for Accurate Value at Risk (VaR) and Expected Shortfall (ES) Forecasting
Year: 2025
Type: article
Authors: Yangfan Cao, Choo W.E.I. Chong, Matemilola Bolaji Tunde
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W4416631354
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