Work

Forecasting Financial Returns Volatility: A GARCH-SVR Model

Year: 2019

Type: article

Source: Computational Economics

DOI: 10.1007/s10614-019-09896-w

Authors: Hao Sun, Bo Yu

Institution: Dalian University of Technology

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2946461644

FWCI: 7.273

Cites: 29

Cited by: 54

Related to: 10