Boosting GARCH and neural networks for the prediction of heteroskedastic time series - researchr publication

researchr

You are not signed in
Sign in
Sign up

José M. Matías, Manuel Febrero-Bande, Wenceslao González-Manteiga, J. C. Reboredo. Boosting GARCH and neural networks for the prediction of heteroskedastic time series. Mathematical and Computer Modelling, 51(3-4):256-271, 2010. [doi]

Abstract is missing.

runs on WebDSL