# An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR

> Research article (Statistical Methods & Applications, 2015) · cited 14× · AI/ML

**Wikidata**: [openalex:W2187744099](https://www.wikidata.org/wiki/openalex:W2187744099)  
**Source**: https://4ort.xyz/entity/an-exponentially-weighted-quantile-regression-via-svm-with-application-to-estimating-multiperiod-var