On the forecasting of multivariate financial time series using hybridization of DCC-GARCH model and multivariate ANNs

Samreen Fatima, Mudassir Uddin. On the forecasting of multivariate financial time series using hybridization of DCC-GARCH model and multivariate ANNs. Neural Computing and Applications, 34(24):21911-21925, 2022. [doi]

Abstract

Abstract is missing.