"Volatility Forecasting Using a Hybrid GJR-GARCH Neural Network Model."

Soheil Almasi Monfared, David Enke (2014)

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DOI: 10.1016/J.PROCS.2014.09.087

access: open

type: Conference or Workshop Paper

metadata version: 2021-02-09

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  dblp key:
  - conf/complexsystems/MonfaredE14
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  - https://dblp.org/rec/conf/complexsystems/MonfaredE14
Soheil Almasi Monfared, David Enke:
Volatility Forecasting Using a Hybrid GJR-GARCH Neural Network Model. Complex Adaptive Systems 2014: 246-253

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