Nonlinear Transformation in MEM-GARCH for Robust Volatility Forecasting
Refereed conference paper presented and published in conference proceedings

CUHK Authors
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Other information
All Author(s) ListLAM Kai Pui
Name of ConferenceThe 2nd International Workshop on Computational Financial Econometrics (CFE’ 08)
Proceedings TitleThe 2nd International Workshop on Computational Financial Econometrics (CFE’ 08)
Year2008
Month6
Pages1
LanguagesEnglish-United Kingdom

Last updated on 2018-19-01 at 23:31