"Value-at-Risk prediction for the Brazilian stock market: A comparative ..."

Daniel Reghin, Fábio Lopes (2019)

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DOI: 10.1109/CLEI47609.2019.235095

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-14

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Daniel Reghin, Fábio Lopes:
Value-at-Risk prediction for the Brazilian stock market: A comparative study between Parametric Method, Feedforward and LSTM Neural Network. CLEI 2019: 1-11

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