Volatility forecasting with sparse bayesian kernel models

Research output: Contribution to conference (unpublished) › Paper

Original language	English
Pages	1150-1153
Number of pages	4
Publication status	Published - 1 Jan 2005
Event	4th International Conference on Computational Intelligence in Economics and Finance (CIEF '05) - Duration: 1 Jan 2005 → …

Conference	4th International Conference on Computational Intelligence in Economics and Finance (CIEF '05)
Period	1/01/05 → …

Cite this

@conference{18b7afd0c3e94b2fb58e843f46bb52e3,

title = "Volatility forecasting with sparse bayesian kernel models",

author = "N Nikolaev and Peter Tino and Xin Yao",

year = "2005",

month = jan,

day = "1",

language = "English",

pages = "1150--1153",

note = "4th International Conference on Computational Intelligence in Economics and Finance (CIEF '05) ; Conference date: 01-01-2005",

}