Boosting GARCH and neural networks for the prediction of heteroskedastic time series (Q984159)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Boosting GARCH and neural networks for the prediction of heteroskedastic time series
scientific article

    Statements

    Boosting GARCH and neural networks for the prediction of heteroskedastic time series (English)
    0 references
    0 references
    0 references
    0 references
    16 July 2010
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    boosting
    0 references
    GARCH
    0 references
    heteroskedasticity
    0 references
    neural networks
    0 references
    volatility
    0 references
    0 references