Work

Combining conditional volatility forecasts using neural networks: an application to the EMS exchange rates

Year: 1999

Type: article

Source: Journal of International Financial Markets Institutions and Money

DOI: 10.1016/s1042-4431(99)00015-3

Authors: Michael Y. Hu, Christos Tsoukalas

Institution: Kent State University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1995897351

FWCI: 1.376

Cites: 39

Cited by: 72

Related to: 10