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Journal:Economic modelling

Co-author:Zhou Yingying,Jiang Cuixia,Yu Keming,Niu Xufeng

First Author:Xu Qifa

Indexed by:Journal paper

Discipline:Management Science

Document Type:J

Volume:59

Page Number:436-447

Translation or Not:no

Date of Publication:2016-12-31

Included Journals:SSCI

Pre One:Nonparametric conditional autoregressive expectile model via neural network with applications to estimating financial risk Next One:An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR