• No results found

Estimating returns and condicional volatility: a comparison between the ARMA-GARCH-M Models and the Backpropagation Neural Network

N/A
N/A
Protected

Academic year: 2021

Share "Estimating returns and condicional volatility: a comparison between the ARMA-GARCH-M Models and the Backpropagation Neural Network"

Copied!
6
0
0

Loading.... (view fulltext now)

Full text

Loading

Figure

Table 1: Selection of the ARMA(1,1)-GARCH-M(2,1) model
Table 2: Error statistics for the returns and conditional volatility equations in the ARMA-GARCH-M model
Table 3: Error statistics for the returns equation and conditional volatility in the Backpropagation Neural Network Model

References

Related documents

To deliver universal energy access, SE4ALL needs to address the lack of finance for enterprises and end users, especially in untested markets; infrastructure and support services

The population of interest will be derived from primary care, through the clinical practice research data-link (CPRD, n=10M) and the student will use electronic linkage to

The results show that the structure and the dynamics of the yields of default- free and defaultable bonds are well described by an a¢ne term structure model with two risk factors:

Vzhľadom na to, že pod- ľa dostupných informácií systémy pre NBÚ zabezpečuje externá spoločnosť [22], možno špekulatívne uvažovať dokonca aj o tom, že kombinácie mena používateľa

E = Endangered: Any species of plant in danger of extinction throughout all or a significant portion of its range (including, but not limited to, species listed from time

This group includes species that may be the most significant isolatable taxa for use in estimating a minimum period of insect activity on the body during the early stages

The goals of this research are 1) to detect regular and security-related bugs using static code analysis tools from Java code in the textbooks, 2) to determine whether

Leveling allows the benefit replacement pay to be equally disbursed over the entire calendar year and to be paid only on “regular” pay and not for overtime, lump sum,