Forecasting realized volatility through financial turbulence and neural networks
Hugo Gobato Souto, Amir Moradi
| Year of publication: |
2023
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|---|---|
| Authors: | Souto, Hugo Gobato ; Moradi, Amir |
| Published in: |
Economics and business review. - Poznań : Poznań Univ. of Economics Press, ISSN 2392-1641, ZDB-ID 2820261-2. - Vol. 9.2023, 2, p. 133-159
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| Subject: | neural networks | LSTM neural networks | realized volatility prediction | financial turbulence | Neuronale Netze | Neural networks | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Finanzmarkt | Financial market | Prognose | Forecast | Finanzkrise | Financial crisis | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.18559/ebr.2023.2.737 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014636344