Do artificial neural networks provide improved volatility forecasts : evidence from Asian markets
Year of publication: |
2023
|
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Authors: | Sahiner, Mehmet ; McMillan, David G. ; Kambouroudis, Dimos |
Published in: |
Journal of economics and finance : JEF. - New York, NY : Springer, ISSN 1938-9744, ZDB-ID 2069807-0. - Vol. 47.2023, 3, p. 723-762
|
Subject: | ES | Forecasting | Machine Learning | Neural Networks | VaR | Volatility | Neuronale Netze | Neural networks | Volatilität | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Aktienmarkt | Stock market | Asien | Asia |
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