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Estimating GARCH models using support vector machines* - MaRDI portal

Estimating GARCH models using support vector machines* (Q4647256)

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scientific article; zbMATH DE number 7001589
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English
Estimating GARCH models using support vector machines*
scientific article; zbMATH DE number 7001589

    Statements

    title
    Estimating GARCH models using support vector machines* (English)
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    author
    Javier Giner
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    Fernando Pérez-Cruz
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    publication date
    14 January 2019
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    zbMATH Keywords
    GARCH models
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    support vector machines
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    nonparametric
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    regression
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    Identifiers

    zbMATH DE Number
    7001589
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    OpenAlex ID
    W2105671954
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