A COMPARISON OF NEURAL NETWORKS AND ARCHGARCH MODELS TO PREDICT CHANGES IN SHARE PRICES. AN APPLICATION TO THE CASE OF STOCKS IN THE TELECOMUNICATIONS INDUSTRY

In recent years, there have been attempts to test the theory of market efficiency, using more efficient and accurate models to predict changes in the prices of various financial instruments. Actually there are two ways to predict such variations: parametric and nonparametric models. In the first gro...

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Detalles Bibliográficos
Autores principales: DIP, Juan Antonio, ROMERO, Patricia Isabel
Formato: Artículo publishedVersion
Lenguaje:Español
Publicado: Centro de Investigación en Métodos Cuantitativos Aplicados a la Economía y la Gestión (CMA) 2015
Acceso en línea:https://ojs.economicas.uba.ar/RIMF/article/view/1505
https://repositoriouba.sisbi.uba.ar/gsdl/cgi-bin/library.cgi?a=d&c=modelfin&d=1505_oai
Aporte de:
Repositorio Digital de la Universidad de Buenos Aires (UBA) de Universidad de Buenos Aires

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