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"An exponentially weighted quantile regression via SVM with application to ..."
Qifa Xu, Cuixia Jiang, Yaoyao He (2016)
- Qifa Xu, Cuixia Jiang, Yaoyao He
:
An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR. Stat. Methods Appl. 25(2): 285-320 (2016)
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