International Journal of Nonlinear Analysis and Applications
Keywords = Forecast, The Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model, The exponential general autoregressive conditional Heteroskedasticity (EGARCH) model, Artificial neural network (ANN), Hybrid model
Number of Articles: 1
Steel price volatility forecasting; application of the artificial neural network approach and GARCH family models
Volume 15, Issue 5, May 2024, Pages 189-204
10.22075/ijnaa.2023.30006.4310
Aria Maleky Khorram; Nowrouz Nourollahzadeh; Mohsen Hamidian
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