Browsing Publications by Author "Rahrouh, Maha"
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Modeling asymmetric volatility of financial assets using univariate GARCH models: An Indian perspective
Chalissery, Neenu; Tabash, Mosab; Nishad, Mohamed T.; Rahrouh, Maha (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
Chalissery, Neenu; Tabash, Mosab I.; Nishad, Mohamed T.; Rahrouh, Maha (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 ... -
Prediction of macroeconomic variables of Pakistan: Combining classic and artificial network smoothing methods
Sabri, Rabia; Tabash, Mosab I.; Rahrouh, Maha; Alnaimat, Bayan Habis; Ayubi, Sharique; AsadUllah, Muhammad (Elsevier B.V., 2023)This research concentrates on using neural networks in the modelling and prediction of macroeconomic variables in specific. Macroeconomic predictors are particularly interested in neural networks because of their capacity ...