FORECASTING VOLATILITY SWITCHING ARCH BY TREED GAUSSIAN PROCESS WITH JUMPS TO THE LIMITING LINEAR MODEL
Ou, Phichhang; Wang, Hengshan
- 期刊名称International Journal of Computers and Applications
- 作者Ou, Phichhang; Wang, Hengshan
- 卷第33卷
- 期第4期
- 印刷ISSN1925-7074
- 文件大小827.19KB
- 发表时间2011
- DOI10.2316/Journal.202.2011.4.202-3260