Forecasting volatility under fractality, regime-switching, long memory and student-t innovations.
Thomas LuxLeonardo Morales-AriasPublished in: Comput. Stat. Data Anal. (2010)
Keyphrases
- exchange rate
- financial time series
- garch model
- grey model
- stock market
- short term
- learning environment
- student learning
- learning styles
- intelligent tutoring systems
- memory requirements
- stock index futures
- stock price
- student model
- non stationary
- online course
- neural network
- prediction model
- learning process
- foreign exchange
- medium term
- memory usage
- high school students
- early warning
- forecasting model
- memory size
- university level
- stock exchange
- learning experience
- learning outcomes
- undergraduate students
- high school
- tutoring system