Robust monitoring conditional volatility change for time series based on support vector regression - researchr publication

researchr

You are not signed in
Sign in
Sign up

Min Hyeok Yoon, Chang Kyeom Kim, Sangyeol Lee. Robust monitoring conditional volatility change for time series based on support vector regression. Communications in Statistics - Simulation and Computation, 54(6):2201-2220, June 2025. [doi]

Abstract is missing.

runs on WebDSL