Open AccessNonlinear Extension of Asymmetric Garch Model within Neural Network Framework
Author(s) -
Josip Arnerić,
Tea Poklepović
Publication year - 2016
Language(s) - Uncategorized
Resource type - Conference proceedings
DOI - 10.5121/csit.2016.60609
Subject(s) - extension (predicate logic) , artificial neural network , nonlinear system , computer science , autoregressive conditional heteroskedasticity , artificial intelligence , mathematics , econometrics , physics , volatility (finance) , programming language , quantum mechanics