Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting
Author:
Affiliation:
1. University of Warsaw; Kraków University of Economics, Poland
2. Kraków University of Economics, Poland
Publisher
University of Gdańsk
Reference35 articles.
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3. 3. Christoffersen, P.F.: Evaluating Interval Forecasts. International Economic Review 39(4): 841-862 (1998)
4. Testing and Comparing Value-at-Risk Measures;Christoffersen;Journal of Empirical Finance,2001
5. Comparing Predictive Accuracy;Diebold;Journal of Business & Economic Statistics,1995
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