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

Table 4

LB term weight structuring for EWMAVaR.

Date	1Y	3Y	5Y	10Y	15Y	20Y	Aggregated
2018	0.05	0.25	0.3	0.4	0	0	6.3
2019	0	0.1	0.15	0.5	0.15	0.1	10.3
2020	0	0	0.05	0.15	0.55	0.25	15