Pages that link to "Item:Q3298632"
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The following pages link to Genetic algorithms for building double threshold generalized autoregressive conditional heteroscedastic models of time series (Q3298632):
Displaying 6 items.
- Optimizing the GARCH model -- an application of two global and two local search methods (Q862838) (← links)
- Automatic detection of parsimony for heteroskedastic time series processes (Q1596378) (← links)
- Genetic modelling of multivariate EGARCHX-processes: evidence on the international asset return signal response mechanism (Q1603562) (← links)
- Evolutionary computation of a deterministic switching regressions estimator (Q1775952) (← links)
- Time-varying multi-regime models fitting by genetic algorithms (Q4979105) (← links)
- Specification search in nonlinear time-series models using the genetic algorithm. (Q5958232) (← links)