Boosting GARCH and neural networks for the prediction of heteroskedastic time series

  1. Matías, J.M.
  2. Febrero-Bande, M.
  3. González-Manteiga, W.
  4. Reboredo, J.C.
Journal:
Mathematical and Computer Modelling

ISSN: 0895-7177

Year of publication: 2010

Volume: 51

Issue: 3-4

Pages: 256-271

Type: Article

DOI: 10.1016/J.MCM.2009.08.013 GOOGLE SCHOLAR lock_openOpen access editor

Sustainable development goals

Data source: Scopus