Exploring the predictability of range‐based volatility estimators using recurrent neural networks
| Year of publication: |
2019
|
|---|---|
| Authors: | Petneházi, Gábor ; Gáll, József |
| Published in: |
Intelligent Systems in Accounting, Finance and Management. - Wiley, ISSN 1099-1174, ZDB-ID 2379344-2. - Vol. 26.2019, 3 (09.08.), p. 109-116
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/isaf.1455 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012082757