Boosting GARCH and neural networks for the prediction of heteroskedastic time series
J.M. Matías, M. Febrero-Bande, W. González-Manteiga, J.C. ReboredoVolume:
51
Year:
2010
Language:
english
Pages:
16
DOI:
10.1016/j.mcm.2009.08.013
File:
PDF, 2.54 MB
english, 2010