Do artificial neural networks provide improved volatility forecasts : evidence from Asian markets
Mehmet Sahiner, David G. McMillan, Dimos Kambouroudis
| Year of publication: |
2023
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| Authors: | Sahiner, Mehmet ; McMillan, David G. ; Kambouroudis, Dimos |
| Published in: |
Journal of economics and finance : JEF. - New York, NY : Springer, ISSN 1938-9744, ZDB-ID 2069807-0. - Vol. 47.2023, 3, p. 723-762
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| Subject: | ES | Forecasting | Machine Learning | Neural Networks | VaR | Volatility | Neuronale Netze | Neural networks | Volatilität | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Asien | Asia | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-023-09629-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014380680