GARCH MODEL INDENTIFICATION USING NEURAL NETWORK
GARCH models are being largely use d to estimate the volatility of financial assets, and GARCH (1,1) is the one most used. However , identification of GARCH models is not fully explored. Some spec ialist systems technology have been used in some applications of time series m...
Sparad:
| I publikationen: | Independent Journal of Management & Production |
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| Huvudupphov: | , , , |
| Materialtyp: | Artigo |
| Språk: | Inglês |
| Utgiven: |
Instituto Federal de Educação, Ciência e Tecnologia de São Paulo
2014
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| Ämnen: | |
| Länkar: | https://www.redalyc.org/articulo.oa?id=449544334016 |
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