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Exploring the predictability of range‐based volatility esti..:
Petneházi, Gábor
;
Gáll, József
Intelligent Systems in Accounting, Finance and Management. 26 (2019) 3 - p. 109-116 , 2019
Link:
https://doi.org/10.1002/isaf.1455
RT Journal T1 <Title>Exploring the predictability of range‐based volatility estimators using recurrent neural networks</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1002_isaf.1455&Exemplar=1&LAN=DE A1 Petneházi, Gábor A1 Gáll, József PB Wiley YR 2019 SN 1055-615X SN 1099-1174 JF Intelligent Systems in Accounting, Finance and Management VO 26 IS 3 SP 109 OP 116 LK http://dx.doi.org/https://doi.org/10.1002/isaf.1455 DO https://doi.org/10.1002/isaf.1455 SF ELIB - SuUB Bremen
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