Boosting GARCH and neural networks for the prediction of heteroskedastic time series (Q984159)
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scientific article; zbMATH DE number 5757121
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| default for all languages | No label defined |
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| English | Boosting GARCH and neural networks for the prediction of heteroskedastic time series |
scientific article; zbMATH DE number 5757121 |
Statements
Boosting GARCH and neural networks for the prediction of heteroskedastic time series (English)
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16 July 2010
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boosting
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GARCH
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heteroskedasticity
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neural networks
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volatility
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0.7554360628128052
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0.7405977249145508
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0.7350473999977112
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0.7341314554214478
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0.7302953600883484
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