Forecasting volatility with support vector machine-based GARCH model
| Year of publication: |
2010
|
|---|---|
| Authors: | Chen, Shiyi ; Härdle, Wolfgang K. ; Jeong, Kiho |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 29.2010, 4, p. 406-434
|