Research Article
[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 |
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