Dow Jones Index

The Dow Jones Index is a benchmark that contains constituents of the Dow Jones Industrial Average and is used to evaluate the forecasting performance of Value-at-Risk (VaR) models in financial risk management.

Papers using Dow Jones Index (3)

Value-at-Risk Prediction in R with the GAS Package2016 · 19 citesConfidence Interval Construction for Multivariate time series using Long Short Term Memory Network2022QxEAI: Quantum-like evolutionary algorithm for automated probabilistic forecasting2024