Marius Lux

According to our database, Marius Lux authored at least 1 paper in 2020.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2020

Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid.

Marius Lux, Wolfgang Karl Härdle, Stefan Lessmann

Comput. Stat., 2020