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Mapping the Trend, Application and Forecasting Performance of Asymmetric GARCH Models: A Review Based on Bibliometric Analysis
(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” ...
Modeling asymmetric volatility of financial assets using univariate GARCH models: An Indian perspective
(LLC CPC Business Perspectives, 2022)
In recent years, numerous models with various amounts of variance have been developed to estimate and forecast important characteristics of time series data. While there are many studies on asymmetric volatility and accuracy ...
Modeling asymmetric volatility of financial assets using univariate GARCH models: An Indian perspective
(LLC CPC Business Perspectives, 2022)
In recent years, numerous models with various amounts of variance have been developed to estimate and forecast important characteristics of time series data. While there are many studies on asymmetric volatility and accuracy ...