A comparison of the ARMA-GARCH-M and the Backpropagation Neuronal Network in estimating returns and conditional volatility: application to the IBEX-35 Spanish stock index

Autores UPV
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CONGRESO A comparison of the ARMA-GARCH-M and the Backpropagation Neuronal Network in estimating returns and conditional volatility: application to the IBEX-35 Spanish stock index