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EGARCH models with fat tails, skewness and leverage.

Andrew HarveyGenaro Sucarrat
Published in: Comput. Stat. Data Anal. (2014)
Keyphrases
  • probabilistic model
  • model selection
  • artificial intelligence
  • prior knowledge
  • complex systems
  • neural network
  • feature selection
  • machine learning algorithms
  • genetic algorithm
  • experimental data
  • statistical models