Pages that link to "Item:Q2203392"
From MaRDI portal
The following pages link to Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid (Q2203392):
Displaying 4 items.
- Multi-agent-based VaR forecasting (Q2246798) (← links)
- Value-at-risk forecasting based on Gaussian mixture ARMA–GARCH model (Q4914961) (← links)
- Value-at-risk estimation by LS-SVR and FS-LS-SVR based on GAS model (Q5034154) (← links)
- Conditional quantile change test for time series based on support vector regression (Q6141736) (← links)