Evaluating Value at Risk Using a Hybrid Model of Support Vector Machine Based and the GARCH
One of the main subjects of financial management is risk management. Risk management involves recognizing, measuring and monitoring risk. So measuring risk is very important part of the risk management. One of the most recognized and applied way of measuring risk, is evaluating value at risk that is...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
Alzahra University
2013-06-01
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| Series: | راهبرد مدیریت مالی |
| Subjects: | |
| Online Access: | http://jfm.alzahra.ac.ir/article_958_b069982d21711d5f9bb5b22748203a01.pdf |