A hybrid learning approach integrating ARIMA-GARCH-LSTM for value-at-risk forecasting
INTERNATIONAL JOURNAL OF FINANCIAL ENGINEERING, vol.13, no.1, pp.1-31, 2026 (ESCI)
- Publication Type: Article / Article
- Volume: 13 Issue: 1
- Publication Date: 2026
- Doi Number: 10.1142/s2424786326500118
- Journal Name: INTERNATIONAL JOURNAL OF FINANCIAL ENGINEERING
- Journal Indexes: Emerging Sources Citation Index (ESCI)
- Page Numbers: pp.1-31
- Dokuz Eylül University Affiliated: Yes