文件名称：Improving forecasts of GARCH family models with the ANN.pdf
文件大小：261KB
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更新时间：2023-10-05 05:25:35
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Bildirici, M. , & Ersin, O. (2009). Improving forecasts of GARCH family models with the artificial neural networks: An application to the daily returns in Istanbul Stock Exchange. Expert Systems with Applications, 36 (4), 7355–7362 .