On selecting models for nonlinear time series
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Publication:1842201
DOI10.1016/0167-2789(95)00050-EzbMATH Open0888.58034OpenAlexW2074493412MaRDI QIDQ1842201FDOQ1842201
Authors: Kevin Judd, Alistair Mees 
Publication date: 18 April 1995
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-2789(95)00050-e
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- Nonlinear modelling and forecasting of S\& P 500 volatility
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