Improving the precision of Markov-switching GARCH models using denoising methods and auto encoder neural networks
Crossref DOI link: https://doi.org/10.1007/s00521-025-11364-6
Published Online: 2025-07-09
Published Print: 2025-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Mubarak, Abdulilah
Text and Data Mining valid from 2025-07-09
Version of Record valid from 2025-07-09
Article History
Received: 17 December 2024
Accepted: 8 May 2025
First Online: 9 July 2025