Evaluation of GARCH, RNN and FNN models for forecasting volatility in the financial markets
Year of publication: |
2013
|
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Authors: | Vejendla, Ajitha ; Enke, David |
Published in: |
The IUP journal of financial risk management : IJFRM. - Hyderabad : IUP Publ., ISSN 0972-916X, ZDB-ID 2615394-4. - Vol. 10.2013, 1, p. 41-49
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Subject: | Theorie | Theory | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Finanzmarkt | Financial market | Ökonometrisches Modell | Econometric model |
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