Forecasting and trading currency volatility: an application of recurrent neural regression and model combination-Reference-Cited by-同舟云学术

Forecasting and trading currency volatility: an application of recurrent neural regression and model combination

Published:2002 Issue:5 Volume:21 Page:317-354
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Dunis Christian L.,Huang Xuehuan

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Reference63 articles.

1. 2001. 21 nonlinear ways to beat the market. In Developments in Forecast Combination and Portfolio Choice, (eds). John Wiley: Chichester.

2. Intra-Day and Inter-Market Volatility in Foreign Exchange Rates

3. Prediction in dynamic models with time-dependent conditional variances

4. 2001. Structural change and long memory in volatility: new evidence from daily exchange rates. In Developments in Forecast Combination and Portfolio Choice, (eds). John Wiley: Chichester.

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