Double threshold autoregressive conditionally heteroscedastic model building by genetic algorithms (Q3518407)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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