Volatility in the stock market: ANN versus parametric models (Q2241108): Difference between revisions
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scientific article
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English | Volatility in the stock market: ANN versus parametric models |
scientific article |
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Volatility in the stock market: ANN versus parametric models (English)
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8 November 2021
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conditional volatility
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GARCH models
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Heston model
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ANN
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implied volatility
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