GARCH based artificial neural networks in forecasting conditional variance of stock returns - Arnerić, Josip, ekonomist; Poklepović, Tea; Aljinović, Zdravka (2014)
Bibliografija: 24 jed.
Keywords: Varijanca -- Volatilnost -- Neuronske mreže -- GARCH model -- Upravljanje zalihama -- Prognoza potražnje