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Finite Mixture of ARMA-GARCH Model for Stock Price Prediction
1 references·2 citing·14 second hop
Finite Mixture of ARMA-GARCH Model for Stock Price Prediction (2003)Finite Mixture of ARMA-GARCH Model for St…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Short-time traffic flow prediction with ARIMA-GARCH model (2011)Short-time traffic flow predi…Recurrent Support and Relevance Vector Machines Based Model with Application to Forecasting Volatility of Financial Returns (2011)Recurrent Support and Relevan…Book Review: Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Option Pricing Using Artificial Neural Networks : an Australian Perspective (2013)ANALYSIS OF FREEWAY TRAFFIC TIME-SERIES DATA BY USING BOX-JENKINS TECHNIQUES (1979)Traffic Flow Forecasting: Comparison of Modeling Approaches (1997)Introduction to Time Series and Forecasting (2002)Big Sensor Data Applications in Urban Environments (2016)Forecasting Traffic Congestion Using ARIMA Modeling (2019)Short-term prediction of lane-level traffic speeds: A fusion deep learning model (2019)
this work references cited by second hop

References

  • 1986Generalized autoregressive conditional heteroskedasticity23,378 cited

Cited by

  • 2011Short-time traffic flow prediction with ARIMA-GARCH model214 cited
  • 2011Recurrent Support and Relevance Vector Machines Based Model with Application to Forecasting Volatility of Financial Returns17 cited

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