Pages that link to "Item:Q5034154"
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The following pages link to Value-at-risk estimation by LS-SVR and FS-LS-SVR based on GAS model (Q5034154):
Displaying 4 items.
- Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid (Q2203392) (← links)
- Estimating value at risk with semiparametric support vector quantile regression (Q2512755) (← links)
- Risk measurement and backtesting of financial market based on E-GAS-AST model (Q5017296) (← links)
- Generalized quasi maximum likelihood estimation for generalized autoregressive score models: simulations and real applications (Q5082783) (← links)