The Empirical Research on Volatility Measurement Model Based Multiplicative Error Model

Yulin Ma, Pin Guo, Yuan Zhao. The Empirical Research on Volatility Measurement Model Based Multiplicative Error Model. In Seventh International Joint Conference on Computational Sciences and Optimization, CSO 2014, Beijing, China, July 4-6, 2014. pages 455-458, IEEE, 2014. [doi]

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