"A hybrid volatility forecasting framework integrating GARCH, artificial ..."

Werner Kristjanpoller, Marcel C. Minutolo (2018)

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DOI: 10.1016/J.ESWA.2018.05.011

access: closed

type: Journal Article

metadata version: 2019-09-25

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Werner Kristjanpoller, Marcel C. Minutolo:
A hybrid volatility forecasting framework integrating GARCH, artificial neural network, technical analysis and principal components analysis. Expert Syst. Appl. 109: 1-11 (2018)

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