Modelling systemic risk using neural network quantile regression
Year of publication: |
2021
|
---|---|
Authors: | Keilbar, Georg ; Wang, Weining |
Published in: |
Empirical Economics. - Berlin, Heidelberg : Springer, ISSN 1435-8921. - Vol. 62.2021, 1, p. 93-118
|
Publisher: |
Berlin, Heidelberg : Springer |
Subject: | Systemic risk | CoVaR | Quantile regression | Neural networks |
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