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Latest revision as of 13:19, 28 June 2024

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Double threshold autoregressive conditionally heteroscedastic model building by genetic algorithms
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    Double threshold autoregressive conditionally heteroscedastic model building by genetic algorithms (English)
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    7 August 2008
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    autoregressive conditional heteroscedasticity
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    double-threshold autoregression
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    genetic algorithms
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    nonlinear time series models
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    numerical examples
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