Engineering a generalized neural network mapping of volatility spillovers in European government bond markets

Authors

Gordon H. Dash
Nina Kajiji, University of Rhode Island Feinstein Providence CampusFollow

Document Type

Article

Date of Original Version

1-1-2008

Publication Title, e.g., Journal

Springer Optimization and Its Applications

Volume

18

Citation/Publisher Attribution

Dash, Gordon H., and Nina Kajiji. "Engineering a generalized neural network mapping of volatility spillovers in European government bond markets." Springer Optimization and Its Applications 18, (2008): 201-229. doi: 10.1007/978-0-387-76682-9_7.