Volatility of main metals forecasted by a hybrid ANN-GARCH model with regressors.

Werner Kristjanpoller Esteban Hernández

Published in: Expert Syst. Appl. (2017)

Keyphrases

garch model
stock market
stock index
stock exchange
artificial neural networks
sar images
chinese stock market
exchange rate
multivariate time series
heavy tailed
face recognition
multiscale
short term
support vector regression
spot market