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"Estimating value at risk with semiparametric support vector quantile ..."

Jooyong Shim et al. (2012)

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DOI: 10.1007/S00180-011-0283-Z

access: closed

type: Journal Article

metadata version: 2020-07-07

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Jooyong Shim, Yongtae Kim, Jangtaek Lee, Changha Hwang:
Estimating value at risk with semiparametric support vector quantile regression. Comput. Stat. 27(4): 685-700 (2012)

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