"Robust monitoring conditional volatility change for time series based on ..."

Min Hyeok Yoon, Chang Kyeom Kim, Sangyeol Lee (2025)

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DOI: 10.1080/03610918.2024.2314658

access: closed

type: Journal Article

metadata version: 2025-07-28

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Min Hyeok Yoon, Chang Kyeom Kim, Sangyeol Lee:
Robust monitoring conditional volatility change for time series based on support vector regression. Commun. Stat. Simul. Comput. 54(6): 2201-2220 (2025)

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