Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels (Q1789603)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels |
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Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels (English)
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10 October 2018
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volatility forecasting
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statistical learning theory
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support vector regression
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mixture of kernels
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Gaussian mixtures
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market regimes
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