Genetic algorithms for building double threshold generalized autoregressive conditional heteroscedastic models of time series (Q3298632)

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Genetic algorithms for building double threshold generalized autoregressive conditional heteroscedastic models of time series
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    Genetic algorithms for building double threshold generalized autoregressive conditional heteroscedastic models of time series (English)
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    15 July 2020
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    threshold models
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    GARCH
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    nonlinear time series
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    genetic algorithms
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    exchange rates
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    stock exchange indexes
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