Estimating and Forecasting APARCH‐Skew‐t Model by Wavelet Support Vector Machines

DOI10.1002/FOR.2275zbMath1397.62420OpenAlexW2141128223MaRDI QIDQ4687506

Yushu Li

Publication date: 12 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2275

zbMATH Keywords

modelskurtosisskewnessforecasting errorasymmetric power

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Learning and adaptive systems in artificial intelligence (68T05)

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