تصفح Interdisciplinary & Smart Design حسب الموضوع "Generalized autoregressive conditional heteroscedasticity models"
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High frequency volatility forecasting and risk assessment using neural networks-based heteroscedasticity model
( Elsevier , 2025 , Article)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 ...