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]
@inproceedings{DasAQ10,
title = {A synergy of econometrics and computational methods (GARCH-RNFS) for volatility forecasting},
author = {Ronald Tor Das and Kai Keng Ang and Chai Quek},
year = {2010},
doi = {10.1109/CEC.2010.5586324},
url = {http://dx.doi.org/10.1109/CEC.2010.5586324},
researchr = {https://researchr.org/publication/DasAQ10},
cites = {0},
citedby = {0},
pages = {1-8},
booktitle = {Proceedings of the IEEE Congress on Evolutionary Computation, CEC 2010, Barcelona, Spain, 18-23 July 2010},
publisher = {IEEE},
}