A Neural-Statistical Hybrid Model for Value at Risk and Expectile Forecast with an Application of Cryptocurrencies

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Nia Chen, Jennifer S.K. Chan, Linh H. Nghiem
DOI: 10.2139/ssrn.5909905
Cited by: 0

Fields of Study & Subjects

Financial Risk and Volatility Modeling Risk and Portfolio Optimization Stock Market Forecasting Methods

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint