Predicting Exchange Rate Volatility: Genetic Programming vs. GARCH and RiskMetrics

Created by W.Langdon from gp-bibliography.bib Revision:1.3872

@Article{neely:2002:perv,
  author =       "Christopher J. Neely and Paul A. Weller",
  title =        "Predicting Exchange Rate Volatility: Genetic
                 Programming vs. {GARCH} and {RiskMetrics}",
  journal =      "Federal Reserve Bank of St. Louis Review",
  year =         "2002",
  volume =       "84",
  number =       "3",
  pages =        "43--54",
  month =        may # "/" # jun,
  keywords =     "genetic algorithms, genetic programming",
  URL =          "http://research.stlouisfed.org/publications/review/02/05/43-54NeelyWeller.pdf",
  size =         "12 pages",
  notes =        "reprinted in
                 \cite{neely:2002:GAGPCF}

                 http://research.stlouisfed.org/publications/review/",
}

Genetic Programming entries for Christopher J Neely Paul A Weller

Citations