An artificial neural network-GARCH model for international stock return volatility
| Year of publication: |
1997
|
|---|---|
| Authors: | Donaldson, R. Glen ; Kamstra, Mark |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 4.1997, 1, p. 17-46
|
| Publisher: |
Elsevier |