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

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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]

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