Language : English
蒋翠侠

Paper Publications

An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR

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Journal:Statistical Methods & Applications

Co-author:Jiang Cuixia,He Yaoyao

First Author:Xu Qifa

Indexed by:Journal paper

Discipline:Management Science

Document Type:J

Volume:25

Issue:2

Page Number:285-320

Translation or Not:no

Date of Publication:2016-02-29

Included Journals:SCI