Login / Signup

Forecasting volatility of oil price using an artificial neural network-GARCH model.

Werner KristjanpollerMarcel C. Minutolo
Published in: Expert Syst. Appl. (2016)
Keyphrases
  • garch model
  • stock market
  • stock index
  • chinese stock market
  • multivariate time series
  • sar images
  • long term
  • short term
  • image processing
  • heavy tailed
  • image sequences
  • stock exchange
  • spot market