Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models

Title
Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models
Authors
Keywords
-
Journal
EXPERT SYSTEMS WITH APPLICATIONS
Volume 103, Issue -, Pages 25-37
Publisher
Elsevier BV
Online
2018-03-06
DOI
10.1016/j.eswa.2018.03.002

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