Pages that link to "Item:Q3065523"
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The following pages link to Forecasting volatility with support vector machine-based GARCH model (Q3065523):
Displaying 3 items.
- Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels (Q1789603) (← links)
- Maximum likelihood estimation for uncertain autoregressive moving average model with application in financial market (Q2088780) (← links)
- Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid (Q2203392) (← links)
