Juan Frausto-Solis

Personal Details

First Name:	Juan
Middle Name:
Last Name:	Frausto-Solis
Suffix:
RePEc Short-ID:	pfr28
	http://www.itcm.edu.mx/

Affiliation

Tecnológico Nacional de México/Insituto Tecnológico de Ciudad Madero

http://www.itcm.edu.mx/
Mexico/Ciudad Madero

Citations

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Articles

1. Guillermo Santamaría-Bonfil & Juan Frausto-Solís & Ignacio Vázquez-Rodarte, 2015. "Volatility Forecasting Using Support Vector Regression and a Hybrid Genetic Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 45(1), pages 111-133, January.

   Cited by:

   1. Marcin Fałdziński & Piotr Fiszeder & Witold Orzeszko, 2020. "Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression," Energies, MDPI, vol. 14(1), pages 1-18, December.
   2. Manuel Rizzo & Francesco Battaglia, 2016. "On the Choice of a Genetic Algorithm for Estimating GARCH Models," Computational Economics, Springer;Society for Computational Economics, vol. 48(3), pages 473-485, October.
   3. Pedro Correia S. Bezerra & Pedro Henrique M. Albuquerque, 2017. "Volatility forecasting via SVR–GARCH with mixture of Gaussian kernels," Computational Management Science, Springer, vol. 14(2), pages 179-196, April.
   4. Hao Sun & Bo Yu, 2020. "Forecasting Financial Returns Volatility: A GARCH-SVR Model," Computational Economics, Springer;Society for Computational Economics, vol. 55(2), pages 451-471, February.

More information

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Corrections

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