A novel perspective on forecasting non-ferrous metals’ volatility: Integrating deep learning techniques with econometric models
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DOI: 10.1016/j.frl.2023.104482
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More about this item
Keywords
Volatility; Nonferrous metals; GARCH; Deep learning; Commodity;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C88 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other Computer Software
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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