Keyphrases
Artificial Neural Network
100%
Machine Learning Techniques
100%
Asian Markets
100%
Volatility Forecast
100%
Artificial Neural Network Model
66%
Asia
33%
Adaptive Neuro-fuzzy Inference System
33%
Risk Management
33%
Stock Market
33%
At-risk
33%
Risk Management Measures
33%
Econometric Models
33%
Daily Data
33%
Performance Prediction
33%
Long-range Dependence
33%
Deep Learning Model
33%
EGARCH Model
33%
Benchmark Model
33%
Average Failure Rate
33%
Volatility Forecasting
33%
Expected Shortfall
33%
CANFIS
33%
Dynamic Quantile Regression
33%
Approximate Dependencies
33%
Neuro-fuzzy Model
33%
Long-memory Properties
33%
Independence Test
33%
LR Test
33%
Economics, Econometrics and Finance
Volatility
100%
Machine Learning
100%
Risk Management
66%
Econometric Model
33%