Garch prediction using spline wavelet support vector machine

Neural Computing and Applications

Volumn 18, Issue 8, 2009, Pages 913-917

  Tang, Ling Bing ^a,b   Sheng, Huan Ye ^a   Tang, Ling Xiao ^c  

^a SHANGHAI JIAO TONG UNIVERSITY   (China)

^b HUNAN UNIVERSITY OF COMMERCE   (China)

^c CHANGSHA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

Author keywords

GARCH; Spline wavelet support vector machine; Volatility forecasting

Indexed keywords

EID: 70350383629     PISSN: 09410643     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00521-009-0241-7     Document Type: Article

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