A new NN-PSO hybrid model for forecasting Euro/Dollar exchange rate volatility
Author:
Publisher
Springer Science and Business Media LLC
Subject
Artificial Intelligence,Software
Link
http://link.springer.com/content/pdf/10.1007/s00521-015-2032-7.pdf
Reference51 articles.
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4. Bollerslev T, Chou RY, Kroner KF (1992) ARCH modeling in finance. J Econom 52:5–59
5. Bauwens L, Laurent S, Rombouts JV (2006) Multivariate GARCH models: a survey. J Appl Econom 21:79–109
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