"Applying Hybrid ARIMA-SGARCH in Algorithmic Investment Strategies on ..."

Nguyen Vo, Robert Slepaczuk (2022)

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DOI: 10.3390/E24020158

access: open

type: Journal Article

metadata version: 2022-03-15

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  - journals/entropy/VoS22
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  - https://dblp.org/rec/journals/entropy/VoS22
Nguyen Vo, Robert Slepaczuk:
Applying Hybrid ARIMA-SGARCH in Algorithmic Investment Strategies on S&P500 Index. Entropy 24(2): 158 (2022)

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