A radial basis function artifical neural network test for ARCH
Year of publication: |
2000
|
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Authors: | Blake, Andrew P. ; Kapetanios, George |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 69.2000, 1, p. 15-23
|
Subject: | Neuronale Netze | Neural networks | ARCH-Modell | ARCH model | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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