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Bivariate adaptive fuzzy-GARCH model applied to forecasting the dynamic conditional correlation of financial stocks using particle swarm optimization
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Bivariate adaptive fuzzy-GARCH model applied to forecasting the dynamic conditional correlation of financial stocks using particle swarm optimization

Alfred Mbairadjim Moussa, Jules Sadefo-Kamdem et Michel Terraza
International Conference of Forecasting Financial Markets: advances for exchange rates, interest rates and asset management (FFM 2012) (Marseille, France, 23/05/2012–25/05/2015)

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