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 |
Other Persons: | Enke, David (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Finanzmarkt | Financial market | Ökonometrisches Modell | Econometric model |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: The IUP Journal of Financial Risk Management, Vol. X, No. 1, March 2013, pp. 41-49 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 3, 2013 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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