Paraskevi Katsiampa. A new approach to modelling nonlinear time series: Introducing the ExpAR-ARCH and ExpAR-GARCH models and applications. In Pedro Crespo Del Granado, Martim Joyce-Moniz, Stefan Ravizza, editors, 4th Student Conference on Operational Research, SCOR 2014, May 2-4, 2014, Nottingham, UK. Volume 37 of OASICS, pages 34-51, Schloss Dagstuhl - Leibniz-Zentrum fuer Informatik, 2014. [doi]
Abstract is missing.