Forecasting the volatility of stock index returns: A stochastic neural network approach

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 3045, Issue , 2004, Pages 935-944

  Slim, Chokri ^a  

^a University of Manouba   (Tunisia)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCE; FORECASTING; NETWORK ARCHITECTURE; NORMAL DISTRIBUTION; STOCHASTIC SYSTEMS;

BENCHMARK MODELS; CONDITIONAL GAUSSIAN DISTRIBUTION; DEGREE OF NON-LINEARITY; EMPIRICAL ANALYSIS; MODELLING AND FORECASTING; NONLINEAR GENERALIZATIONS; STOCHASTIC NEURAL NETWORK; VOLATILITY FORECASTS;

TIME VARYING NETWORKS;

EID: 35048849630     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-540-24767-8_98     Document Type: Article

References (11)

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