Showing 1 - 2 of 2
SFB 649 Discussion Paper 2008-014 Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns Shiyi Chen* Kiho Jeong** Wolfgang Härdle*** *Fudan University Shanghai, China ** Kyungpook National University...
Persistent link: https://www.econbiz.de/10004910664
Persistent link: https://www.econbiz.de/10004875454