Retraction notice to “New hybrid methodology for stock volatility prediction” [Expert Syst. Appl. 36(2P1) (2008) 1833–1839] (Expert Systems With Applications (2009) 36(2P1) (1833–1839), (S0957417407006380), (10.1016/j.eswa.2007.12.004));New hybrid methodology for stock volatility prediction

Expert Systems with Applications

Volumn 36, Issue 2 PART 1, 2009, Pages 1833-1839

  Tseng, Chih Hsiung ^a   Cheng, Sheng Tzong ^a   Wang, Yi Hsien ^b  

^a NATIONAL CHENG KUNG UNIVERSITY   (Taiwan)

^b YUANPEI UNIVERSITY   (Taiwan)

Author keywords

Forecasting model; GARCH; Grey forecasting model; Volatility

Indexed keywords

INFORMATION SYSTEMS; MATHEMATICAL MODELS;

FORECASTING MODELING; GARCH; GREY FORECASTING MODEL; HYBRID METHODOLOGIES; MODELING AND FORECASTING; STOCK MARKET VOLATILITY; VOLATILITY; VOLATILITY FORECASTING;

FORECASTING;

EID: 56349112440     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2020.113480     Document Type: Erratum

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