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[IEEE 2010 IEEE International Conference on Advanced Management Science (ICAMS) - Chengdu, China (2010.07.9-2010.07.11)] 2010 IEEE International Conference on Advanced Management Science(ICAMS 2010) - Predicting stock market volatility by Bayesian treed Gaussian processes based on GARCH model

[IEEE 2010 IEEE International Conference on Advanced Management Science (ICAMS) - Chengdu, China (2010.07.9-2010.07.11)] 2010 IEEE International Conference on Advanced Management Science(ICAMS 2010) - Predicting stock market volatility by Bayesian treed Gaussian processes based on GARCH model

PhichHang Ou, ; Hengshan Wang,
  • 作者PhichHang Ou, ; Hengshan Wang,
  • 文件大小900.74KB
  • 发表时间2010
  • DOI10.1109/icams.2010.5553120
  • 页码440-444
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