Kiho Jeong
Geboren:
1959
Hat mitgewirkt an:
-
Support Vector Regression Based GARCH Model withApplication to Forecasting Volatility of Financial Returns
-
A Consistent Nonparametric Test for Causality in Quantile
-
Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns
-
A consistent nonparametric test for causality in quantile