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"Forecasting volatility with neural regression: A contribution to model ..."

Apostolos-Paul Nicholas Refenes, Will T. Holt (2001)

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DOI: 10.1109/72.935095

access: closed

type: Journal Article

metadata version: 2018-11-14

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Apostolos-Paul Nicholas Refenes, Will T. Holt:
Forecasting volatility with neural regression: A contribution to model adequacy. IEEE Trans. Neural Networks 12(4): 850-864 (2001)

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