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

Journal of International Financial Markets, Institutions and Money

Volumn 9, Issue 4, 1999, Pages 407-422

  Hu, Michael Y ^a   Tsoukalas, Christos ^b  

^a KENT STATE UNIVERSITY   (United States)

^b ALLTEL Wholesale Banking Sol Inc   (United States)

Author keywords

Conditional volatility; EMS exchange rates; Neural networks

Indexed keywords

EID: 0033227421     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1042-4431(99)00015-3     Document Type: Article

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