Forecasting volatility with support vector machine-based GARCH model (Q3065523)
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scientific article; zbMATH DE number 5833036
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| English | Forecasting volatility with support vector machine-based GARCH model |
scientific article; zbMATH DE number 5833036 |
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Forecasting volatility with support vector machine-based GARCH model (English)
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6 January 2011
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(recurrent) support vector machine
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GARCH model
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volatility forecasting
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Diebold-Mariano test
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0.8570491671562195
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0.847671389579773
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0.8425983786582947
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0.8183501362800598
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0.8086345195770264
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