Volatility models of currency futures in developed and emerging markets.

John M. Sequeira Pang Chia Chiat Michael McAleer

Published in: Math. Comput. Simul. (2004)

Keyphrases

financial markets
complex systems
data sets
prior knowledge
probabilistic model
machine learning algorithms
statistical model
experimental data
computational models
historical data
learning algorithm
information systems
bayesian networks
model selection