Author:
Li Ying,Liu Jin,Zeng Lianru,Peng Yang,Delaney John Thomas
Publisher
Springer International Publishing
Reference28 articles.
1. Belaghı, R.A., Amınnejad, M., Alma, Ö.G.: Stock market prediction using nonparametric fuzzy and parametric garch methods. Turkish J. Forecast. 2(1), 1–8 (2018)
2. Ben Salah, H., De Gooijer, J.G., et al.: Mean-variance and mean-semivariance portfolio selection: a multivariate nonparametric approach. Fin. Markets. Portfolio Mgmt. 32(4), 419–436 (2018)
3. Bollerslev, T.: Generalized autoregressive conditional heteroskedasticity. J. Econometrics 31(3), 307–327 (1986)
4. Cao, J.M.: Application of var method in risk measurement of Chinese stock market. Ph.D. thesis, Dongbei University of Finance and Economics, Dalian (2008). (in Chinese)
5. Cao, W., Ren, S.R.: Research on RMB exchange rate fluctuation prediction based on LSTM and garch family hybrid models. Appl. Res. Comput. 37(S01), 79–82 (2020). (in Chinese)