Administración Financiera y Contabilidad
Département
Centro de Investigaciones Biológicas
Madrid, EspañaPublications en collaboration avec des chercheurs de Centro de Investigaciones Biológicas (1)
2024
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A hybrid model integrating artificial neural network with multiple GARCH-type models and EWMA for performing the optimal volatility forecasting of market risk factors
Expert Systems with Applications, Vol. 243