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"A synergy of econometrics and computational methods (GARCH-RNFS) for ..."

Ronald Tor Das, Kai Keng Ang, Chai Quek (2010)

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DOI: 10.1109/CEC.2010.5586324

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-21

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Ronald Tor Das, Kai Keng Ang, Chai Quek:
A synergy of econometrics and computational methods (GARCH-RNFS) for volatility forecasting. IEEE Congress on Evolutionary Computation 2010: 1-8

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