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"A stock market risk forecasting model through integration of switching ..."

Werner Kristjanpoller, Kevin Michell Valencia (2018)

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DOI: 10.1016/J.ASOC.2018.02.055

access: closed

type: Journal Article

metadata version: 2023-06-23

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Werner Kristjanpoller, Kevin Michell Valencia:
A stock market risk forecasting model through integration of switching regime, ANFIS and GARCH techniques. Appl. Soft Comput. 67: 106-116 (2018)

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