Boosting-based frameworks in financial modeling : application to symbolic volatility forecasting
Valeriy V. Gavrishchaka
| Year of publication: |
2006
|
|---|---|
| Authors: | Gavrishchaka, Valeriy V. |
| Published in: |
Econometric analysis of financial and economic time series ; part B ; 20. - Amsterdam [u.a.] : Elsevier JAI, ISBN 0-7623-1273-4. - 2006, p. 123-151
|
| Subject: | ARCH-Modell | ARCH model | Volatilität | Volatility | Aktie | Share | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Lernprozess | Learning process | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003350087