مرکز منطقه ای اطلاع رساني علوم و فناوري - Combining conditional volatility forecasts using neural networks: an application to the EMS exchange rates

Title of article :

Combining conditional volatility forecasts using neural networks: an application to the EMS exchange rates

Author/Authors :

Michael Y. Hu، نويسنده , , Christos Tsoukalas، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1999

Pages :

From page :

407

To page :

422

Keywords :

conditional volatility , EMS exchange rates , Neural networks

Journal title :

Journal of International Financial Markets, Institutions and Money

Serial Year :

1999

Journal title :

Journal of International Financial Markets, Institutions and Money

Record number :

189581

Link To Document :