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- W3145729103 abstract "In this paper, genetic algorithm (GA) is put forward to improve the accuracy and robustness of the parameters estimation in GARCH models, and the results are applied to calculate value at risk. The computing examples of Dow Jones Index and exchange rate are presented, and the computation results indicate that VaR-GARCH model based on GA outperformed the conventional numerical method on the aspect of computational robustness and accuracy." @default.
- W3145729103 created "2021-04-13" @default.
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- W3145729103 date "2001-01-01" @default.
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- W3145729103 title "Improving the Estimations of VaR-GARCH Using Genetic Algorithm" @default.
- W3145729103 hasPublicationYear "2001" @default.
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