FORECASTING HIGH-FREQUENCY FINANCIAL DATA VOLATILITY VIA NONPARAMETRIC ALGORITHMS: EVIDENCE FROM TAIWAN'S FINANCIAL MARKETS
Year of publication: |
2006
|
---|---|
Authors: | LEE, WO-CHIANG |
Published in: |
New Mathematics and Natural Computation (NMNC). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-7027. - Vol. 02.2006, 03, p. 345-359
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Integrated volatility | genetic programming | artificial neural networks |
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