EWMA combination of both GARCH and neural networks for the prediction of exchange rate

So Young Sohn, Won H. Shin

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Fingerprint Dive into the research topics of 'EWMA combination of both GARCH and neural networks for the prediction of exchange rate'. Together they form a unique fingerprint.

Medicine & Life Sciences

Engineering & Materials Science