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Does anything beat a GARCH(1, 1)? A comparison based on test for superior predictive ability.
Peter Reinhard Hansen
Asger Lunde
Published in:
CIFEr (2003)
Keyphrases
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information technology
key features
real time
information retrieval
genetic algorithm
search engine
three dimensional
face recognition
mobile robot
test data
quantitative evaluation
statistical significance
predictive modeling