Forecasting volatility with support vector machine-based GARCH model
Shiyi Chen, Wolfgang K. Härdle and Kiho Jeong
| Year of publication: |
2010
|
|---|---|
| Authors: | Shiyi, Chen ; Härdle, Wolfgang ; Jeong, Kiho |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 29.2010, 4, p. 406-433
|
| Subject: | Finanzmarkt | Financial market | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Mustererkennung | Pattern recognition | ARCH-Modell | ARCH model | Neuronale Netze | Neural networks | Theorie | Theory | Schätzung | Estimation | Wechselkurs | Exchange rate | Börsenkurs | Share price | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003989791