A novel perspective on forecasting non-ferrous metals' volatility : integrating deep learning techniques with econometric models
Qi Shu, Heng Xiong, Wenjun Jiang, Rogemar Mamon
| Year of publication: |
2023
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|---|---|
| Authors: | Shu, Qi ; Xiong, Heng ; Jiang, Wenjun ; Mamon, Rogemar |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 3, p. 1-8
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| Subject: | Commodity | Deep learning | GARCH | Nonferrous metals | Volatility | Volatilität | ARCH-Modell | ARCH model | NE-Metall | Non-ferrous metal | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104482 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014631583