Genetic algorithms for building double threshold generalized autoregressive conditional heteroscedastic models of time series (Q3298632)
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scientific article; zbMATH DE number 7220955
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| English | Genetic algorithms for building double threshold generalized autoregressive conditional heteroscedastic models of time series |
scientific article; zbMATH DE number 7220955 |
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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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0.96923995
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0.92382437
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0.9059808
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0.90220845
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0.8720982
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