Forecasting Stock Market Volatility: A Forecast Combination Approach
Year of publication: |
2013-03-15
|
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Authors: | Nazarian, Rafik ; Gandali Alikhani, Nadiya ; Naderi, Esmaeil ; Amiri, Ashkan |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Stock Return | Long Memory | Neural Network | Hybrid Models |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; C45 - Neural Networks and Related Topics ; C53 - Forecasting and Other Model Applications |
Source: |
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