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Nonlinear Time Series Models in Empirical Finance || Artificial neural networks for returns

Nonlinear Time Series Models in Empirical Finance || Artificial neural networks for returns

Franses, Philip Hans; van Dijk, Dick

作者Franses, Philip Hans; van Dijk, Dick
期第5期
文件大小1257.22KB
发表时间2000
DOI10.1017/CBO9780511754067.006
页码206-250

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