Improving Value-at-Risk forecast using GA-ARMA-GARCH and AI-KDE models

Khreshna Syuhada, Venansius Tjahjono, Arief Hakim. Improving Value-at-Risk forecast using GA-ARMA-GARCH and AI-KDE models. Appl. Soft Comput., 148:110885, November 2023. [doi]

Abstract

Abstract is missing.