Open AccessGARCH MODEL INDENTIFICATION USING NEURAL NETWORK
Author(s) -
André Machado Caldeira,
Maria Augusta Soares Machado,
Reinaldo Castro Souza,
Ricardo Tanscheit
Publication year - 2014
Publication title -
independent journal of management and production
Language(s) - Uncategorized
Resource type - Journals
ISSN - 2236-269X
DOI - 10.14807/ijmp.v5i2.161
Subject(s) - autoregressive conditional heteroskedasticity , volatility (finance) , computer science , artificial neural network , econometrics , identification (biology) , series (stratigraphy) , data mining , artificial intelligence , economics , botany , biology , paleontology