• Title of article

    An artificial neural network-GARCH model for international stock return volatility

  • Author/Authors

    R. Glen Donaldson، نويسنده , , Mark Kamstra، نويسنده ,

  • Issue Information
    دوماهنامه با شماره پیاپی سال 1997
  • Pages
    30
  • From page
    17
  • To page
    46
  • Keywords
    Volatility , ARCH , Artificial neural networks , Stock prices
  • Journal title
    Journal of Empirical Finance
  • Serial Year
    1997
  • Journal title
    Journal of Empirical Finance
  • Record number

    130603

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130603