Optimizing the GARCH model -- an application of two global and two local search methods (Q862838)
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scientific article; zbMATH DE number 5118388
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| English | Optimizing the GARCH model -- an application of two global and two local search methods |
scientific article; zbMATH DE number 5118388 |
Statements
Optimizing the GARCH model -- an application of two global and two local search methods (English)
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24 January 2007
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GARCH
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global optimum
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genetic algorithm
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differential evolution
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Quasi-Newton algorithm
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Simplex method
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0.7474133372306824
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0.7331156730651855
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0.7320282459259033
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0.7316014766693115
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0.7228526473045349
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