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Further critique of GARCH/ARMA/VAR/EVT Stochastic-Volatility models and related approaches.
Michael Nwogugu
Published in:
Appl. Math. Comput. (2006)
Keyphrases
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garch model
prior knowledge
parameter estimation
statistical models
social networks
decision trees
monte carlo
stock market
historical data
monte carlo simulation
stochastic model