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