Login / Signup

Further critique of GARCH/ARMA/VAR/EVT Stochastic-Volatility models and related approaches.

Michael Nwogugu
Published in: Appl. Math. Comput. (2006)
Keyphrases
  • garch model
  • prior knowledge
  • parameter estimation
  • statistical models
  • social networks
  • decision trees
  • monte carlo
  • stock market
  • historical data
  • monte carlo simulation
  • stochastic model