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Marius Lux
Publication Activity (10 Years)
Years Active: 2020-2020
Publications (10 Years): 1
Top Topics
Risk Measures
Data Driven
Immune Algorithm
Garch Model
Top Venues
Comput. Stat.
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Publications
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Marius Lux
,
Wolfgang Karl Härdle
,
Stefan Lessmann
Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid.
Comput. Stat.
35 (3) (2020)