An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR (Q2013645)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR |
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An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR (English)
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8 August 2017
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quantile regression
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exponential weighting
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support vector machine
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SVEWQR
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financial risk
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value at risk
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