Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid (Q2203392)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid |
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Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid (English)
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6 October 2020
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value-at-risk
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support vector regression
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kernel density estimation
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GARCH
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