A quantile-data mapping model for value-at-risk based on BP and support vector regression
Xiaodao Wu, Yanfeng Sun and Yanchun Liang
| Year of publication: |
2005
|
|---|---|
| Authors: | Wu, Xiaodao ; Sun, Yanfeng ; Liang, Yanchun |
| Published in: |
Internet and network economics : first international workshop, WINE 2005, Hong Kong, China, December 15-17, 2005 ; proceedings. - Berlin : Springer, ISBN 3-540-30900-4. - 2005, p. 1094-1102
|
| Subject: | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Simulation | Aktienmarkt | Stock market | Theorie | Theory | China | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003276992