A synergy of econometrics and computational methods (GARCH-RNFS) for volatility forecasting

Ronald Tor Das, Kai Keng Ang, Chai Quek. A synergy of econometrics and computational methods (GARCH-RNFS) for volatility forecasting. In Proceedings of the IEEE Congress on Evolutionary Computation, CEC 2010, Barcelona, Spain, 18-23 July 2010. pages 1-8, IEEE, 2010. [doi]

Abstract

Abstract is missing.