On the forecasting of multivariate financial time series using hybridization of DCC-GARCH model and multivariate ANNs.
Saved in:
| Title: | On the forecasting of multivariate financial time series using hybridization of DCC-GARCH model and multivariate ANNs. |
|---|---|
| Authors: | Fatima, Samreen1, samreen@uok.edu.pk, Uddin, Mudassir1 |
| Source: | Neural Computing & Applications; Dec2022, Vol. 34 Issue 24, p21911-21925, 15p |
| Database: | Applied Science & Technology Source |
|
Full text is not displayed to guests.
Login for full access.
|
|
| ISSN: | 09410643 |
|---|---|
| DOI: | 10.1007/s00521-022-07631-5 |
