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Financial Volatility Forecasting by Least Square Support Vector Machine Based on GARCH, EGARCH and GJR Models: Evidence from ASEAN Stock Markets

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2008

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Improving forecasts of GARCH family models with the artificial neural networks: An application to the daily returns in Istanbul Stock Exchange

168 cited

1995Some Properties of Absolute Return: An Alternative Measure of Risk158 cited

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2011Financial Volatility Forecasting by Nonlinear Support Vector Machine Heterogeneous Autoregressive Model: Evidence from Nikkei 225 Stock Index26 cited
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