Forecasting commodity market returns volatility : a hybrid ensemble learning GARCH-LSTM based approach
Kshitij Kakade, Aswini Kumar Mishra, Kshitish Ghate, Shivang Gupta
| Year of publication: |
2022
|
|---|---|
| Authors: | Kakade, Kshitij ; Mishra, Aswini Kumar ; Ghate, Kshitish ; Gupta, Shivang |
| Subject: | Forecasting | GARCH models | Hybrid ensemble learning model | LSTM | Volatility | Volatilität | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Lernprozess | Learning process | Kapitaleinkommen | Capital income | Theorie | Theory | Rohstoffmarkt | Commodity market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/isaf.1515 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013274256