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Prioritizing of volatility models: a computational analysis using data envelopment analysis.

Konstantinos PetridisNikolaos E. PetridisAli EmrouznejadFouad Ben Abdelaziz
Published in: Int. Trans. Oper. Res. (2023)
Keyphrases
  • data envelopment analysis
  • dea models
  • data analysis
  • pattern recognition
  • statistical models
  • mathematical programming
  • garch model