Open AccessForecasting volatility of SET with artificial neural network-GARCH models
Author(s) -
Wichit Khangphukhieo,
Preut Thanarat,
Piyapatr Busababadhin
Publication year - 2019
Publication title -
warasan witthayasat prayuk
Language(s) - English
Resource type - Journals
ISSN - 1513-7805
DOI - 10.14416/j.appsci.2019.01.002
Subject(s) - artificial neural network , autoregressive conditional heteroskedasticity , volatility (finance) , econometrics , computer science , artificial intelligence , economics