A mixture deep neural network GARCH model for volatility forecasting (Q6153097)
From MaRDI portal
scientific article; zbMATH DE number 7804316
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mixture deep neural network GARCH model for volatility forecasting |
scientific article; zbMATH DE number 7804316 |
Statements
A mixture deep neural network GARCH model for volatility forecasting (English)
0 references
13 February 2024
0 references
volatility forecasting
0 references
deep autoregressive network
0 references
GARCH model
0 references
