Volatility forecasting via SVR–GARCH with mixture of Gaussian kernels - Concepedia

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Volatility forecasting via SVR–GARCH with mixture of Gaussian kernels

75

Citations

48

References

2016

Year

Pedro Correia Santos Bezerra, Pedro Henrique Melo Albuquerque

Computational Management Science

Volatility ModelingPredictive AnalyticsGaussian ProcessVolatility ForecastingForecasting

References

	Year	Citations

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