Volatility forecasting using hybrid GARCH Neural Network models : the case of the Italian stock market
Dimitrios Kartsonakis Mademlis, Nikolaos Dritsakis
| Year of publication: |
2021
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|---|---|
| Authors: | Kartsonakis Mademlis, Dimitrios ; Dritsakis, Nikolaos |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 11.2021, 1, p. 49-60
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| Subject: | Artificial Neural Network | Forecast Encompassing | GARCH Models | Realized Volatility | Stock Market | Volatility Forecast | Volatilität | Volatility | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Neuronale Netze | Neural networks | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Italien | Italy | Schätzung | Estimation | Schätztheorie | Estimation theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijefi.10842 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012436893