Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/cstat/LuxHL20
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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.
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