Estimating value at risk with semiparametric support vector quantile regression (Q2512755): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s00180-011-0283-z / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2064016956 / rank | |||
Normal rank | |||
Revision as of 22:24, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating value at risk with semiparametric support vector quantile regression |
scientific article |
Statements
Estimating value at risk with semiparametric support vector quantile regression (English)
0 references
30 January 2015
0 references
EWMA
0 references
GARCH
0 references
\(t\)-GARCH
0 references
quantile regression
0 references
semiparametric support vector quantile regression
0 references
value at risk
0 references
