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Using Conditional Autoregressive Range Model to Forecast Volatility of the Stock Indices.

Heng-Chih ChouDavid Wang
Published in: JCIS (2006)
Keyphrases
  • autoregressive
  • prior knowledge
  • non stationary
  • probabilistic model
  • semi supervised
  • image restoration
  • gray scale
  • short term
  • random fields
  • random field models