A neural network enhanced volatility component model (Q4991057)
From MaRDI portal
scientific article; zbMATH DE number 7353666
Language | Label | Description | Also known as |
---|---|---|---|
English | A neural network enhanced volatility component model |
scientific article; zbMATH DE number 7353666 |
Statements
A neural network enhanced volatility component model (English)
0 references
2 June 2021
0 references
wavelet analysis
0 references
ARMA process
0 references
volatility prediction
0 references
exchange rates
0 references
0 references
0 references