Combining conditional volatility forecasts using neural networks: an application to the EMS exchange rates
| Year of publication: |
1999
|
|---|---|
| Authors: | Hu, Michael Y. ; Tsoukalas, Christos |
| Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 9.1999, 4, p. 407-422
|
| Publisher: |
Elsevier |