Hybrid method of using neural networks and ARMA model to...

Journal of Statistics and Management Systems 2008 / 11 Vol. 11; Iss. 6

Hybrid method of using neural networks and ARMA model to forecast value at risk (VAR) in the Chinese stock market

Chang, Hae-Ching, Chou, Jian-Hsin, Chen, Cheng-Te, Hsieh, Chin-Shan
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Volume:
11
Language:
english
Journal:
Journal of Statistics and Management Systems
DOI:
10.1080/09720510.2008.10701360
Date:
November, 2008
File:
PDF, 1.05 MB
english, 2008
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