Risk spillover in financial markets based on support vector quantile regression

In terms of financial market risk research, with the rapid popularization of non-linear perspectives and the improvement of theoretical reasoning, scholars have slowly broken through the cage of linear ideas and derived new and more practical methods from non-linear perspectives to make up for the s...

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Veröffentlicht in:	Journal of intelligent & fuzzy systems 2021-01, Vol.40 (2), p.2337-2347
1. Verfasser:	Xie, Wangsong
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Empirical analysis Machine learning Regression analysis Risk analysis Securities markets Statistical analysis
Online-Zugang:	Volltext
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