Boosting GARCH and neural networks for the prediction of heteroskedastic time series (Q984159)
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English | Boosting GARCH and neural networks for the prediction of heteroskedastic time series |
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Boosting GARCH and neural networks for the prediction of heteroskedastic time series (English)
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16 July 2010
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boosting
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GARCH
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heteroskedasticity
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neural networks
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volatility
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