Numerical optimization methods for financial time series GARCH(p, q) model, a comparative approach

التفاصيل البيبلوغرافية
العنوان: Numerical optimization methods for financial time series GARCH(p, q) model, a comparative approach
المؤلفون: Razouk, Ayoub, Ait Daoud, Rachid, El Mehdi Falloul, Moulay
المصدر: 2022 8th International Conference on Optimization and Applications (ICOA) Optimization and Applications (ICOA), 2022 8th International Conference on. :1-7 Oct, 2022
Relation: 2022 8th International Conference on Optimization and Applications (ICOA)
قاعدة البيانات: IEEE Xplore Digital Library
الوصف
ردمك:9781665476812
تدمد:27686388
DOI:10.1109/ICOA55659.2022.9934755