An artificial neural network-GARCH model for international stock return volatility
Gespeichert in:
| Veröffentlicht in: | Journal of empirical finance |
|---|---|
| 1. Verfasser: | |
| Weitere Verfasser: | |
| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
1997
|
| Schlagworte: | |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Tag hinzufügen | Titel | Jahr | Band |
|---|---|---|
| Special issue: Recent developments in financial econometrics and empirical finance | 2016 | volume 38, part B (September 2016) |
| Special issue: The Euro Zone in crisis | 2016 | volume 39, part B (December 2016) |
| Special Issue: Asset pricing : methods and applications | 2014 | 29.2014 |
| Special issue: Challenges of corporate governance | 2014 | 27.2014 |
| Special issue: Heavy tails and paretian distributions in empirical finance : a volume honoring Benoît Mandelbrot | 2010 | 17.2010,2 |
| International finance : special issue | 2006 | 13.2006,4/5 |
| International finance | 2006 | 13,4/5 |
| Special issue on behavioral finance | 2004 | 11.2004,4 |
| Emerging markets | 2003 | 10,1/2 |
| Special issue on the predictability of asset returns | 2001 | 8.2001,5 |
| Special issue on risk management | 2000 | 7.2000,3/4 |
| Special issue on high frequency data in finance Pt. 2 | 1999 | 6 (1999),5 |
| Special issue on high frequency data in finance Pt. 1 | 1997 | 4 (1997),2/3 |