Modeling time-varying parameters using artificial neural networks: a GARCH illustration (Q2700575)
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scientific article; zbMATH DE number 7679739
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| English | Modeling time-varying parameters using artificial neural networks: a GARCH illustration |
scientific article; zbMATH DE number 7679739 |
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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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