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Estimating value at risk with semiparametric support vector quantile regression
Jooyong Shim, Yongtae Kim, Jangtaek Lee, Changha HwangVolume:
27
Language:
english
DOI:
10.1007/s00180-011-0283-z
Date:
December, 2012
File:
PDF, 229 KB
english, 2012