Forecasting Stock Return Volatility Using the Realized Garch Model and an Artificial Neural Network (Q6153065)
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scientific article; zbMATH DE number 7804265
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting Stock Return Volatility Using the Realized Garch Model and an Artificial Neural Network |
scientific article; zbMATH DE number 7804265 |
Statements
Forecasting Stock Return Volatility Using the Realized Garch Model and an Artificial Neural Network (English)
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13 February 2024
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volatility
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realized GARCH model
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hybrid
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Granger causality test
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