Forecasting volatility with support vector machine-based GARCH model
Year of publication: |
2010
|
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Authors: | Shiyi, Chen ; Härdle, Wolfgang ; Jeong, Kiho |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 29.2010, 4, p. 406-433
|
Subject: | Finanzmarkt | Financial market | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Mustererkennung | Pattern recognition | ARCH-Modell | ARCH model | Neuronale Netze | Neural networks | Theorie | Theory | Schätzung | Estimation | Wechselkurs | Exchange rate | Börsenkurs | Share price | USA | United States |
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