Showing 1 - 10 of 13,954
Persistent link: https://www.econbiz.de/10013484828
Persistent link: https://www.econbiz.de/10008842393
Persistent link: https://www.econbiz.de/10003395939
Persistent link: https://www.econbiz.de/10009505753
Persistent link: https://www.econbiz.de/10010236718
Persistent link: https://www.econbiz.de/10001493073
Persistent link: https://www.econbiz.de/10012228137
Persistent link: https://www.econbiz.de/10002707768
Persistent link: https://www.econbiz.de/10001828818
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