(PDF) Financial Volatility Forecasting by Nonlinear Support

Financial Volatility Forecasting by Nonlinear Support Vector Machine Heterogeneous Autoregressive Model: Evidence From Nikkei 225 Stock Index

International Journal of Economics and Finance

doi 10.5539/ijef.v3n4p138

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Abstract

Available in full text

Date

August 17, 2011

Authors

Md. Ashraful Islam Khan

Publisher

Canadian Center of Science and Education

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