Improving Tail Risk Forecasts with a Quantile Projection Neural Network

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Keywords	forecasting tail risk; neural network quantile projections; linear quantile projections; direct and iterated auto-regressive models and value at risk
Thesis Advisor	Os, B. van
Persistent URL	hdl.handle.net/2105/53589
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Hagesteijn, D.M. (2020, November 13). Improving Tail Risk Forecasts with a Quantile Projection Neural Network. Econometrie. Retrieved from http://hdl.handle.net/2105/53589

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