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Chapter 11 Financial Time Series and Volatility Prediction using NoVaS Transformations
Frontiers of Economics and Globalization, 2008Dimitris N Politis, Dimitrios D Thomakos
exaly
Optimal Multi-Step-Ahead Prediction of ARCH/GARCH Models and NoVaS Transformation
Econometrics, 2019Dimitris N Politis
exaly

