Browsing Others by Author "Nishad T, Mohamed"
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Mapping the Trend, Application and Forecasting Performance of Asymmetric GARCH Models: A Review Based on Bibliometric Analysis
Chalissery, Neenu; Anagreh, Suhaib; Nishad T, Mohamed; Tabash, Mosab I. (MDPI, 2022)The past few years have witnessed renewed interest in modelling and forecasting asymmetry in financial time series using a variety of approaches. The most intriguing of these strategies is the “asymmetric” or “leverage” ...