Modeling time-varying parameters using artificial neural networks: a GARCH illustration (Q2700575)

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Modeling time-varying parameters using artificial neural networks: a GARCH illustration
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    Modeling time-varying parameters using artificial neural networks: a GARCH illustration (English)
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    27 April 2023
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    GARCH
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    neural network
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    shrinkage priors
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    time-varying parameters
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