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dcterms:bibliographicCitation <http://dblp.uni-trier.de/rec/bibtex/journals/or/DashHK03>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Choudary_R._Hanumara>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Gordon_H._Dash>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Nina_Kajiji>
foaf:homepage <http://dx.doi.org/doi.org%2F10.1007%2FBF02940275>
foaf:homepage <https://doi.org/10.1007/BF02940275>
dc:identifier DBLP journals/or/DashHK03 (xsd:string)
dc:identifier DOI doi.org%2F10.1007%2FBF02940275 (xsd:string)
dcterms:issued 2003 (xsd:gYear)
swrc:journal <https://dblp.l3s.de/d2r/resource/journals/or>
rdfs:label Neural network architectures for efficient modeling of FX futures options volatility. (xsd:string)
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Choudary_R._Hanumara>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Gordon_H._Dash>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Nina_Kajiji>
swrc:number 1 (xsd:string)
swrc:pages 3-23 (xsd:string)
owl:sameAs <http://bibsonomy.org/uri/bibtexkey/journals/or/DashHK03/dblp>
owl:sameAs <http://dblp.rkbexplorer.com/id/journals/or/DashHK03>
rdfs:seeAlso <http://dblp.uni-trier.de/db/journals/or/or3.html#DashHK03>
rdfs:seeAlso <https://doi.org/10.1007/BF02940275>
dc:subject GARCH; Radial Basis Function; FX Futures Options Volatility (xsd:string)
dc:title Neural network architectures for efficient modeling of FX futures options volatility. (xsd:string)
dc:type <http://purl.org/dc/dcmitype/Text>
rdf:type swrc:Article
rdf:type foaf:Document
swrc:volume 3 (xsd:string)