"Systemic risk measurement: A Quantile Long Short-Term Memory network approach."

Imma Lory Aprea, Salvatore Scognamiglio, Paolo Zanetti (2024)

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DOI: 10.1016/J.ASOC.2023.111224

access: closed

type: Journal Article

metadata version: 2024-05-31

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Imma Lory Aprea, Salvatore Scognamiglio, Paolo Zanetti:
Systemic risk measurement: A Quantile Long Short-Term Memory network approach. Appl. Soft Comput. 152: 111224 (2024)

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