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Paper
A synergy of econometrics and computational methods (GARCH-RNFS) for volatility forecasting.
Ronald Tor Das
,
Kai Keng Ang
,
Chai Quek
Venue
B
CEC
Year
2010
Proceedings
IEEE Congress on Evolutionary Computation
DBLP record
conf/cec/DasAQ10 ↗
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