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

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Bibliographic Details
Published in:Communications in statistics. Simulation and computation 2024-02, p.1-20
Main Authors: Yoon, Min Hyeok, Kim, Chang Kyeom, Lee, Sangyeol
Format: Article
Language:English
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ISSN:0361-0918
1532-4141
DOI:10.1080/03610918.2024.2314658