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"A GARCH model with modified grey prediction model for US stock return ..."

Ting-Cheng Chang, Hui Wang, Suyi Yu (2019)

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DOI: 10.3233/JCM-180884

access: closed

type: Journal Article

metadata version: 2020-04-02

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Ting-Cheng Chang, Hui Wang, Suyi Yu:
A GARCH model with modified grey prediction model for US stock return volatility. J. Comput. Methods Sci. Eng. 19(1): 197-208 (2019)

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