GARCH based artificial neural networks in forecasting conditional variance of stock returns (Q2965681)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GARCH based artificial neural networks in forecasting conditional variance of stock returns |
scientific article |
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GARCH based artificial neural networks in forecasting conditional variance of stock returns (English)
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3 March 2017
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conditional variance
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GARCH
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neural networks (NN)
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forecast error
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volatility persistence
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0.9055556
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0.89155924
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0.88377523
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0.88033116
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0.8592633
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