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The copula directional dependence by stochastic volatility models.

Jong-Min KimS. Y. Hwang
Published in: Commun. Stat. Simul. Comput. (2019)
Keyphrases
  • parameter estimation
  • complex systems
  • neural network
  • machine learning
  • artificial neural networks
  • probabilistic model
  • stock market
  • hybrid model