Forecasting financial returns volatility : a GARCH-SVR model
Year of publication: |
2020
|
---|---|
Authors: | Sun, Hao ; Yu, Bo |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 55.2020, 2, p. 451-471
|
Subject: | Volatility forecasting | Support vector regression | GARCH | GJR | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Theorie | Theory | Regressionsanalyse | Regression analysis | Mustererkennung | Pattern recognition | Börsenkurs | Share price |
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