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A Class of Nonlinear Stochastic Volatility Models.

Jun YuZhenlin Yang
Published in: JCIS (2006)
Keyphrases
  • complex systems
  • probabilistic model
  • statistical models
  • machine learning
  • stochastic model
  • neural network
  • genetic algorithm
  • long term
  • markov chain
  • model selection
  • monte carlo
  • garch model