Modelling non-linear moving average processes using neural networks with error feedback: An application to implied volatility forecasting (Q1285706)
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scientific article; zbMATH DE number 1281155
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| English | Modelling non-linear moving average processes using neural networks with error feedback: An application to implied volatility forecasting |
scientific article; zbMATH DE number 1281155 |
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Modelling non-linear moving average processes using neural networks with error feedback: An application to implied volatility forecasting (English)
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28 April 1999
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neural networks
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time series analysis
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volatility
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model identification
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0.8977177
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0.86355054
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0.8566102
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0.8558815
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0.8505528
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0.85017824
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0.8479963
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