A hybrid metaheuristic for the efficient solution of GARCH with trend models
Lourdes Uribe, Benjamin Perea, Gerardo Hernández-del-Valle, Oliver Schütze
| Year of publication: |
2018
|
|---|---|
| Authors: | Uribe, Lourdes ; Perea, Benjamin ; Hernández del Valle, Gerardo ; Schütze, Oliver |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 52.2018, 1, p. 145-166
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| Subject: | Differential Evolution | GARCH | Hybrid algorithm | Newton method | Time series | Trend | Theorie | Theory | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Algorithmus | Algorithm | Heuristik | Heuristics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-017-9666-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012052926