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Modeling time-varying parameters using artificial neural ne..:
Donfack, Morvan Nongni
;
Dufays, Arnaud
Studies in Nonlinear Dynamics & Econometrics. 25 (2020) 5 - p. 311-343 , 2020
Link:
https://doi.org/10.1515/snde-2019-0091
RT Journal T1 <Title>Modeling time-varying parameters using artificial neural networks: a GARCH illustration</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1515_snde-2019-0091&Exemplar=1&LAN=DE A1 Donfack, Morvan Nongni A1 Dufays, Arnaud PB Walter de Gruyter GmbH YR 2020 SN 1558-3708 JF Studies in Nonlinear Dynamics & Econometrics VO 25 IS 5 SP 311 OP 343 LK http://dx.doi.org/https://doi.org/10.1515/snde-2019-0091 DO https://doi.org/10.1515/snde-2019-0091 SF ELIB - SuUB Bremen
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