Author:
Corba Burcin Seyda,Egrioglu Erol,Dalar Ali Zafer
Publisher
Springer Science and Business Media LLC
Subject
Artificial Intelligence,Computer Networks and Communications,General Neuroscience,Software
Reference41 articles.
1. Engle RF (1982) Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. Econometrica 50:987–1007.
https://doi.org/10.2307/1912773
2. Bollerslev T (1986) Generalized autoregressive conditional heteroskedasticity. J Econ 31:307–327.
https://doi.org/10.1016/0304-4076(86)90063-1
3. Wong WC, Yip F, Xu L (1998) Financial prediction by finite mixture GARCH model. In: Omori T, Usui S (eds) 5th international conference neural information processing ICONIP’98. Kitakyushu, pp 1351–1354
4. Tang H Chiu KC, Xu L (2003) Finite mixture of ARMA-GARCH model for stock price prediction. In: Proceedings 3rd international workshop on computational intelligence in economics and finance, pp 1112–1119
5. Werbos PJ (1974) Beyond regression: new tools for prediction and analysis in the behavioral sciences. Harvard University, Cambridge
Cited by
16 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献