Combining conditional volatility forecasts using neural networks: an application to the EMS exchange rates

Journal of International Financial Markets, Institutions and Money - Tập 9 - Trang 407-422 - 1999
Michael Y. Hu1, Christos Tsoukalas2
1Graduate School of Management, College of Business Administration, Kent State University, Kent, OH 44242-0001, USA
2ALLTEL Wholesale Banking Solutions, Inc., 110 East 59th Street, New York, NY 10022, USA

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Journal of International Financial Markets, Institutions and Money

Tập 9

407-422

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