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A perturbation method to optimize the parameters of autoregressive conditional heteroscedasticity model
Feng, Xuejie
;
Zhang, Chiping
- In:
Computational economics
55
(
2020
)
3
,
pp. 1021-1044
Persistent link: https://www.econbiz.de/10012223692
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2
On the choice of a genetic algorithm for estimating GARCH models
Rizzo, Manuel
;
Battaglia, Francesco
- In:
Computational economics
48
(
2016
)
3
,
pp. 473-485
Persistent link: https://www.econbiz.de/10011712524
Saved in:
3
Optimal prediction with conditionally heteroskedastic factor analysed hidden Markov models
Saidane, Mohamed
;
Lavergne, Christian
- In:
Computational economics
34
(
2009
)
4
,
pp. 323-364
Persistent link: https://www.econbiz.de/10003894935
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