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"Forecasting Commodity Market Returns Volatility: A Hybrid Ensemble ..."

Kshitij Kakade et al. (2022)

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DOI: 10.1002/ISAF.1515

access: closed

type: Journal Article

metadata version: 2022-07-25

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  - https://dblp.org/rec/journals/isafm/KakadeMGG22
Kshitij Kakade, Aswini Kumar Mishra, Kshitish Ghate, Shivang Gupta:
Forecasting Commodity Market Returns Volatility: A Hybrid Ensemble Learning GARCH-LSTM based Approach. Intell. Syst. Account. Finance Manag. 29(2): 103-117 (2022)

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