Volatility forecasting via SVR–GARCH with mixture of Gaussian kernels
Crossref DOI link: https://doi.org/10.1007/s10287-016-0267-0
Published Online: 2016-11-16
Published Print: 2017-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bezerra, Pedro Correia S.
Albuquerque, Pedro Henrique M.
License valid from 2016-11-16