Research Article

[Retracted] Risk Evaluation on China Government Bonds with EWMAVaR and SVM Methods

Table 3

NB term weight structuring for EWMAVaR.

Date1Y3Y5Y7Y10Y15YAggregated

20180.130.170.250.250.10.16.14
20190.070.130.30.30.10.16.56
20200.050.10.250.350.150.17.05