| Year | 2019 |
|---|---|
| Authors | Wolfgang Karl Härdle |
| Paper Title | Data Driven Value-at-Risk Forecasting using a SVR-GARCH-KDE Hybrid |
| Journal Title | CompStat Data Analysis, |
| Vol.No | 2018 |
| Issue.No | 001 |
| ISSN(ISBN) | 2568-5619 |
| Language | Chinese |
| Reference URL | http://DOI: 10.1007/s00180-019-00934-7 |
Login Department of Information Management and Finance, NYCU