Home > Research > Browse

Results for ARCH models

Publications & Outputs

  1. Nonlinear forecasting with a hybrid approach combining SARIMA, ARCH and ANN

    Egrioglu, E., Aladag, C. H. & Kadilar, C., 1/12/2011, New Developments in Artificial Neural Networks Research. Nova Science Publishers, Inc., p. 221-228 8 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  2. A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices

    Shackleton, M. B., Taylor, S. J. & Yu, P., 11/2010, In: Journal of Banking and Finance. 34, 11, p. 2678-2693 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review