Pages that link to "Item:Q2013645"

The following pages link to An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR (Q2013645):

Displaying 2 items.

• Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid (Q2203392) (← links)
• Sampling Lasso quantile regression for large-scale data (Q4563390) (← links)