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...
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| Main Author: | Aryan Bhambu (18767731) (author) |
|---|---|
| Other Authors: | Koushik Bera (20884241) (author), Selvaraju Natarajan (20884244) (author), Ponnuthurai Nagaratnam Suganthan (11274636) (author) |
| Published: |
2025
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| Subjects: | |
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