Forecasting Stock Return Volatility Using the Realized Garch Model and an Artificial Neural Network (Q6153065)
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scientific article; zbMATH DE number 7804265
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| English | Forecasting Stock Return Volatility Using the Realized Garch Model and an Artificial Neural Network |
scientific article; zbMATH DE number 7804265 |
Statements
Forecasting Stock Return Volatility Using the Realized Garch Model and an Artificial Neural Network (English)
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13 February 2024
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volatility
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realized GARCH model
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hybrid
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Granger causality test
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0.7611362338066101
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0.7600727677345276
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0.7469046115875244
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