An Online Sequential Learning Non-parametric Value-at-Risk Model for High-Dimensional Time Series - researchr publication authors

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Heng-Guo Zhang, Libo Wu, Yan Song, Chi-Wei Su, Qingping Wang, Fei Su. An Online Sequential Learning Non-parametric Value-at-Risk Model for High-Dimensional Time Series. Cognitive Computation, 10(2):187-200, 2018. [doi]

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