On the forecasting of multivariate financial time series using hybridization of DCC-GARCH model and multivariate ANNs
Crossref DOI link: https://doi.org/10.1007/s00521-022-07631-5
Published Online: 2022-08-06
Published Print: 2022-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Fatima, Samreen http://orcid.org/0000-0002-7404-1003
Uddin, Mudassir
Text and Data Mining valid from 2022-08-06
Version of Record valid from 2022-08-06
Article History
Received: 10 August 2020
Accepted: 11 July 2022
First Online: 6 August 2022
Declarations
:
: The authors declare that they have no conflict of interest.