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...
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2025
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| Online Access: | 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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