A hybrid model integrating artificial neural network with multiple GARCH-type models and EWMA for performing the optimal volatility forecasting of market risk factors
- Pérez-Hernández, F.
- Arévalo-de-Pablos, A.
- Camacho-Miñano, M.-D.-M.
Zeitschrift:
Expert Systems with Applications
ISSN: 0957-4174
Datum der Publikation: 2024
Ausgabe: 243
Art: Artikel