Combination of Value-at-Risk Models with Support Vector Machine |
Kim, Yong-Tae
(Department of Statistics, Dankook University)
Shim, Joo-Yong (Department of Applied Statistics, Catholic University of Daegu) Lee, Jang-Taek (Department of Statistics, Dankook University) Hwang, Chang-Ha (Department of Statistics, Dankook University) |
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