Why Hammerstein-Type Block Models Are so Efficient: Case Study of Financial Econometrics

Thongchai Dumrongpokaphan, Afshin Gholamy, Vladik Kreinovich, Hoang Phuong Nguyen. Why Hammerstein-Type Block Models Are so Efficient: Case Study of Financial Econometrics. In Vladik Kreinovich, Nguyen Ngoc Thach, Nguyen Duc Trung, Dang Van Thanh, editors, Beyond Traditional Probabilistic Methods in Economics, ECONVN 2019, International Econometric Conference of Vietnam, Ho Chi Minh City, Vietnam, 14-16 January, 2019. Volume 809 of Studies in Computational Intelligence, pages 129-136, Springer, 2019. [doi]

Abstract

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