Showing 1 - 10 of 151
Persistent link: https://www.econbiz.de/10011904939
Persistent link: https://www.econbiz.de/10012137891
Persistent link: https://www.econbiz.de/10014634305
Persistent link: https://www.econbiz.de/10000891688
In recent years support vector regression (SVR), a novel neural network (NN) technique, has been successfully used for financial forecasting. This paper deals with the application of SVR in volatility forecasting. Based on a recurrent SVR, a GARCH method is proposed and is compared with a moving...
Persistent link: https://www.econbiz.de/10003636113
Persistent link: https://www.econbiz.de/10003752543
Persistent link: https://www.econbiz.de/10003287542
Persistent link: https://www.econbiz.de/10003811614
Persistent link: https://www.econbiz.de/10003903474
Persistent link: https://www.econbiz.de/10003457472