Paper

Data

Name Donaldson R, Kamstra M (1997)

Description

Title An artificial neural network-GARCH model for international stock return volatility

References

Authors Donaldson R Show Other Kamstra M Show Other

Volume 4

First page 17

Last page 46

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Year published 1997

Month published

Day published

Journal or book name J Empirical Finance

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Digital Object Identifier

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