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[IEEE 1995 Conference on Computational Intelligence for Financial Engineering (CIFEr) - New York, NY, USA (9-11 April 1995)] Proceedings of 1995 Conference on Computational Intelligence for Financial Engineering (CIFEr) - Can a multivariate QTARCH combined with technical indicators estimate returns in the commodity futures markets?

✍ Scribed by Hamelink, F.; Vessereau, T.

Book ID: 126635340
Publisher: IEEE
Year: 1995
Weight: 439 KB
Category: Article
ISBN-13: 9780780321458
DOI: 10.1109/CIFER.1995.495266

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