مرکز منطقه ای اطلاع رساني علوم و فناوري - An artificial neural network-GARCH model for international stock return volatility

Title of article :

An artificial neural network-GARCH model for international stock return volatility

Author/Authors :

R. Glen Donaldson، نويسنده , , Mark Kamstra، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 1997

Pages :

From page :

To page :

Keywords :

Volatility , ARCH , Artificial neural networks , Stock prices

Journal title :

Journal of Empirical Finance

Serial Year :

1997

Journal title :

Journal of Empirical Finance

Record number :

130603

Link To Document :