Estimating VaR and CoVaR by Using Neural Network Quantile Regression in Iranian Stock Indices

2025/08/29 by Yehea Nemer, Ali, Damankeshideh, Marjan, Keyghobadi, Amirreza +1
#Conditional Value at Risk #Quantile Regression #Stock Market Indices #Value at Risk

paper · doi:10.71716/amfa.2026.61199776

Abstract

Advances in Mathematical Finance and Applications, 11(1), 1

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