A hybrid metaheuristic for the efficient solution of GARCH with trend models
Year of publication: |
2018
|
---|---|
Authors: | Uribe, Lourdes ; Perea, Benjamin ; Hernández del Valle, Gerardo ; Schütze, Oliver |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 52.2018, 1, p. 145-166
|
Subject: | Differential Evolution | GARCH | Hybrid algorithm | Newton method | Time series | Trend | ARCH-Modell | ARCH model | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Mathematische Optimierung | Mathematical programming | Heuristik | Heuristics |
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