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Prioritizing of volatility models: a computational analysis using data envelopment analysis.
Konstantinos Petridis
Nikolaos E. Petridis
Ali Emrouznejad
Fouad Ben Abdelaziz
Published in:
Int. Trans. Oper. Res. (2023)
Keyphrases
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data envelopment analysis
dea models
data analysis
pattern recognition
statistical models
mathematical programming
garch model