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...
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| Publicat a: | Independent Journal of Management & Production |
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| Autors principals: | , , , |
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Instituto Federal de Educação, Ciência e Tecnologia de São Paulo
2014
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| Matèries: | |
| Accés en línia: | https://www.redalyc.org/articulo.oa?id=449544334016 |
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