Volatility forecasting models for Value-at-Risk estimation

Additional Metadata
Keywords	value-at-risk; volatility forecasting; machine learning; deep learning
Thesis Advisor	Messow, PBW
Persistent URL	hdl.handle.net/2105/73683
Series	Business Economics
Organisation	Erasmus School of Economics
Citation APA APA Style APA-ALL Style AAA 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	Borzecki, F.J. (2024). Volatility forecasting models for Value-at-Risk estimation. In Business Economics.http://hdl.handle.net/2105/73683

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