Intelligent threshold GARCH model applied to stock market of transmissions that volatility

2007 International Conference on Convergence Information Technology, ICCIT 2007

Volumn , Issue , 2007, Pages 1523-1528

  Hung, Jui Chung ^a  

^a LING TUNG UNIVERSITY   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

ASYMMETRIC PROPERTIES; AUTO REGRESSION; FUZZY THEORY; HETEROSCEDASTICITY; HIGHLY NONLINEAR; INTERNATIONAL CONFERENCES; LOCAL MINIMA PROBLEMS; MODEL ESTIMATIONS; STOCK MARKETS; THRESHOLD GARCH;

ARTIFICIAL INTELLIGENCE; BIOELECTRIC PHENOMENA; CHLORINE COMPOUNDS; COMMERCE; DIESEL ENGINES; GENETIC ALGORITHMS; INFORMATION TECHNOLOGY; INVENTORY CONTROL; REGRESSION ANALYSIS; TECHNOLOGY;

TRANSMISSIONS;

EID: 49049110042     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICCIT.2007.4420470     Document Type: Conference Paper

References (10)

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