Double threshold autoregressive conditionally heteroscedastic model building by genetic algorithms (Q3518407)
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scientific article; zbMATH DE number 5308948
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| English | Double threshold autoregressive conditionally heteroscedastic model building by genetic algorithms |
scientific article; zbMATH DE number 5308948 |
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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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0.9012688398361206
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0.7933356165885925
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0.7833399176597595
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0.7711448669433594
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0.7527691721916199
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