A novel perspective on forecasting non-ferrous metals' volatility : integrating deep learning techniques with econometric models
Year of publication: |
2023
|
---|---|
Authors: | Shu, Qi ; Xiong, Heng ; Jiang, Wenjun ; Mamon, Rogemar |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 3, p. 1-8
|
Subject: | Commodity | Deep learning | GARCH | Nonferrous metals | Volatility | ARCH-Modell | ARCH model | Volatilität | Prognoseverfahren | Forecasting model |
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