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On the forecasting of multivariate financial time series using hybridization of DCC-GARCH model and multivariate ANNs.

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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
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  Data: On the forecasting of multivariate financial time series using hybridization of DCC-GARCH model and multivariate ANNs.
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        Value: 10.1007/s00521-022-07631-5
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      – Code: eng
        Text: English
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        PageCount: 15
        StartPage: 21911
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      – TitleFull: On the forecasting of multivariate financial time series using hybridization of DCC-GARCH model and multivariate ANNs.
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              Text: Dec2022
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              Y: 2022
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