Forecasting exchange rates volatilities using artificial neural networks
Year of publication: |
2000
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Authors: | Bonilla, María ; Marco, Paulina ; Olmeda, Ignacio |
Published in: |
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]. - Heidelberg [u.a.] : Physica-Verlag, ISBN 3-7908-1282-X. - 2000, p. 57-68
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Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Theorie | Theory | Schätzung | Estimation | Spanien | Spain |
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