Estimating value at risk with semiparametric support vector quantile regression (Q2512755): Difference between revisions

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Latest revision as of 15:30, 9 July 2024

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Estimating value at risk with semiparametric support vector quantile regression
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    Estimating value at risk with semiparametric support vector quantile regression (English)
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    30 January 2015
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    EWMA
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    GARCH
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    \(t\)-GARCH
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    quantile regression
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    semiparametric support vector quantile regression
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    value at risk
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