A hybrid neural network GARCH approach to forecasting Zimbabwean inflation volatility
Nigel E.N. Chitambo, Darren Lee, Sure Mataramvura
| Year of publication: |
2021
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|---|---|
| Authors: | Chitambo, Nigel E. N. ; Lee, Darren ; Mataramvura, Sure |
| Published in: |
African finance journal. - Cape Town : Africagrowth Institute, ISSN 2959-0922, ZDB-ID 2852153-5. - Vol. 23.2021, 1 (1.1.), p. 56-73
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| Subject: | Artificial Neural Network | GARCH | Hyperinflation | Inflation | Recurrent Neural Network | Time Series | Zimbabwe | Simbabwe | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Volatilität | Volatility | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.10520/ejc-finj_v23_n1_a4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012654658