Evaluating Value at Risk Using a Hybrid Model of Support Vector Machine Based and the GARCH

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...

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Bibliographic Details
Main Authors:	Saeed Fallahpoor, malihe tabasi
Format:	Article
Language:	fas
Published:	Alzahra University 2013-06-01
Series:	راهبرد مدیریت مالی
Subjects:	Volatility Value at Risk Support Vector Machine
Online Access:	http://jfm.alzahra.ac.ir/article_958_b069982d21711d5f9bb5b22748203a01.pdf

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