High frequency volatility forecasting and risk assessment using neural networks-based heteroscedasticity model
<p>High frequency volatility forecasting is essential for timely risk management and informed decision-making in dynamic financial markets. However, accurate forecasting is challenging due to the rapid nature of market movements and the complexity of underlying economic factors. This paper int...
محفوظ في:
| المؤلف الرئيسي: | Aryan Bhambu (18767731) (author) |
|---|---|
| مؤلفون آخرون: | Koushik Bera (20884241) (author), Selvaraju Natarajan (20884244) (author), Ponnuthurai Nagaratnam Suganthan (11274636) (author) |
| منشور في: |
2025
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| الموضوعات: | |
| الوسوم: |
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مواد مشابهة
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High frequency volatility forecasting and risk assessment using neural networks-based heteroscedasticity model
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