Boosting GARCH and neural networks for the prediction of heteroskedastic time series (Q984159): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: Manuel Febrero-Bande / rank | |||
| Property / author | |||
| Property / author: Wenceslao González Manteiga / rank | |||
| Property / author | |||
| Property / author: Juan C. Reboredo / rank | |||
Revision as of 10:40, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Boosting GARCH and neural networks for the prediction of heteroskedastic time series |
scientific article |
Statements
Boosting GARCH and neural networks for the prediction of heteroskedastic time series (English)
0 references
16 July 2010
0 references
boosting
0 references
GARCH
0 references
heteroskedasticity
0 references
neural networks
0 references
volatility
0 references
