Monitoring Volatility Change for Time Series Based on Support Vector Regression

Sangyeol Lee, Chang Kyeom Kim, Dongwuk Kim. Monitoring Volatility Change for Time Series Based on Support Vector Regression. Entropy, 22(11):1312, 2020. [doi]

@article{LeeKK20-10,
  title = {Monitoring Volatility Change for Time Series Based on Support Vector Regression},
  author = {Sangyeol Lee and Chang Kyeom Kim and Dongwuk Kim},
  year = {2020},
  doi = {10.3390/e22111312},
  url = {https://doi.org/10.3390/e22111312},
  researchr = {https://researchr.org/publication/LeeKK20-10},
  cites = {0},
  citedby = {0},
  journal = {Entropy},
  volume = {22},
  number = {11},
  pages = {1312},
}