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Computational Economics|June 28, 2021
Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data?Evangelos VasileiouComputational Economics|July 7, 2021
Need to Meet Investment Goals? Track Synthetic Indexes with the SDDP MethodLorenzo Reus, Rodolfo PradoComputational Economics|August 2, 2021
Tail Risk Early Warning System for Capital Markets Based on Machine Learning AlgorithmsZongxin Zhang, Ying ChenComputational Economics|September 28, 2021
Does the Real Business Cycle Help Forecast the Financial Cycle?Fredj Jawadi, Hachmi Ben Ameur, Stephanie Bigou, et al.Computational Economics|November 21, 2022
Comparison of Value at Risk (VaR) Multivariate Forecast ModelsFernanda Maria Müller, Marcelo Brutti RighiComputational Economics|June 26, 2023
The Rise and Fall of Financial Flows in EU 15: New Evidence Using Dynamic Panels with Common Correlated EffectsMariam Camarero, Alejandro Muñoz, Cecilio TamaritComputational Economics|June 26, 2023
GARCHNet: Value-at-Risk Forecasting with GARCH Models Based on Neural NetworksMateusz Buczynski, Marcin ChlebusPageof 7