An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR (Q2013645)
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scientific article; zbMATH DE number 6758807
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR |
scientific article; zbMATH DE number 6758807 |
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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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0.8609978
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0.8609791
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0.85698605
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0.8517478
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0.8509481
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