Enhancing Market Risk Prediction: Integrating Deep Learning with GARCH Models for Accurate Value at Risk (VaR) and Expected Shortfall (ES) Forecasting
Authors: Yangfan Cao, Choo W.E.I. Chong, Matemilola Bolaji Tunde
Publication: International Journal of Information and Decision Sciences
Published: Jan 1, 2027
Source: Crossref