Frontmatter.
- Published in:
- Journal of Time Series Econometrics, 2024, v. 16, n. 2, p. i, doi. 10.1515/jtse-2024-frontmatter2
- Publication type:
- Article
Works matching IS 19411928 AND DT 2024 AND VI 16 AND IP 2
Results: 3
1
2
Forecasting the Risk of Cryptocurrencies: Comparison and Combination of GARCH and Stochastic Volatility Models.
- Published in:
- Journal of Time Series Econometrics, 2024, v. 16, n. 2, p. 83, doi. 10.1515/jtse-2023-0039
- By:
- Publication type:
- Article
3
Recurrent Neural Network GO-GARCH Model for Portfolio Selection.
- Published in:
- Journal of Time Series Econometrics, 2024, v. 16, n. 2, p. 67, doi. 10.1515/jtse-2023-0012
- By:
- Publication type:
- Article