Pages that link to "Item:Q2512755"

The following pages link to Estimating value at risk with semiparametric support vector quantile regression (Q2512755):

Displaying 11 items.

• Support vector quantile regression with varying coefficients (Q311308) (← links)
• Value-at-risk support vector machine: stability to outliers (Q405683) (← links)
• Shape constrained risk-neutral density estimation by support vector regression (Q1671251) (← links)
• An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR (Q2013645) (← links)
• Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid (Q2203392) (← links)
• Semiparametric estimation of Value at Risk (Q4458356) (← links)
• Value-at-risk estimation by LS-SVR and FS-LS-SVR based on GAS model (Q5034154) (← links)
• Estimation of value-at-risk using single index quantile regression (Q5034184) (← links)
• VaR estimation based on quantile regression forest and risk factors analysis (Q5143677) (← links)
• Research on money demand conditional density prediction based on support vector quantile regression (Q5368175) (← links)
• Conditional quantile change test for time series based on support vector regression (Q6141736) (← links)