Genetic modelling of multivariate EGARCHX-processes: evidence on the international asset return signal response mechanism
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Publication:1603562
DOI10.1016/S0167-9473(01)00028-7zbMath1008.62712MaRDI QIDQ1603562
Publication date: 14 July 2002
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Related Items (4)
MULTIVARIATE ECOGARCH PROCESSES ⋮ A multipurpose parallel genetic hybrid algorithm for nonlinear nonconvex programming problems ⋮ Applications of optimization heuristics to estimation and modelling problems ⋮ Scalability of the genetic hybrid algorithm on a parallel supercomputer
Uses Software
Cites Work
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