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Modeling financial dependence with support vector regression
ISSN号:1088-467X
期刊名称:Intelligent Data Analysis
时间:2013
页码:233-249
相关项目:基于时变Copula的极端风险溢出研究
作者:
Wang, Yongqiao|
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基于时变Copula的极端风险溢出研究
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Nonparametric bivariate copula estimation based on shape-restricted support vector regression
Measuring financial risk with generalized asymmetric least squares regression
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