Fig. 6From: Forecasting VaR and ES by using deep quantile regression, GANs-based scenario generation, and heterogeneous market hypothesisRisk scenarios generated by LSGAN for the four stock market indexes. Gray bands correspond to Chinese stock market crash (2015, 07–2016, 09), 2018 recession (2018, 01–2018, 06), Brexit (2018, 08–2019, 03), and COVID-19 outbreak (2020, 02–2020, 03)Back to article page