High frequency volatility forecasting and risk assessment using neural networks-based heteroscedasticity model
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 introduces a...
محفوظ في:
| المؤلف الرئيسي: | |
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| مؤلفون آخرون: | , , |
| التنسيق: | article |
| منشور في: |
2025
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| الموضوعات: | |
| الوصول للمادة أونلاين: | http://dx.doi.org/10.1016/j.engappai.2025.110397 https://www.sciencedirect.com/science/article/pii/S0952197625003975 http://hdl.handle.net/10576/64848 |
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