Non-linear Time Series and Artificial Neural Networks of Red Hat Volatility

Jos\'e Igor Morlanes

Papers from arXiv.org

Abstract: We extend the empirical results published in article "Empirical Evidence on Arbitrage by Changing the Stock Exchange" by means of machine learning and advanced econometric methodologies based on Smooth Transition Regression models and Artificial Neural Networks.

Date: 2018-06
New Economics Papers: this item is included in nep-big, nep-cmp and nep-fmk
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