Volatility Forecasting using Hybrid GARCH Neural Network Models: The Case of the Italian Stock Market
In several financial applications, it is extremely useful to predict volatility with the highest precision. Neural Networks alongside GARCH-type models have been extensively employed in the last decades for estimating volatility of financial indices. The motivation of this survey is to decide wheth...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2021-01-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | https://econjournals.com/index.php/ijefi/article/view/10842 |
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Volatility Forecasting using Hybrid GARCH Neural Network Models: The Case of the Italian Stock Market
Published 2021-01-01
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Volatility Forecasting using Hybrid GARCH Neural Network Models: The Case of the Italian Stock Market
Published 2021-01-01
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