2022-09-01
Autoregressive Extremal Random Forests for Value at Risk
Publication
Publication
| Additional Metadata | |
|---|---|
| Zhou, C | |
| hdl.handle.net/2105/63204 | |
| Econometrie | |
| Organisation | Erasmus School of Economics |
|
Peeters, B.P. (2022, September). Autoregressive Extremal Random Forests for Value at Risk. Econometrie. Retrieved from http://hdl.handle.net/2105/63204 |
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