Estimating value at risk with semiparametric support vector quantile regression (Q2512755): Difference between revisions
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Revision as of 08:25, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating value at risk with semiparametric support vector quantile regression |
scientific article |
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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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