"High frequency volatility forecasting and risk assessment using neural ..."

Aryan Bhambu et al. (2025)

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DOI: 10.1016/J.ENGAPPAI.2025.110397

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type: Journal Article

metadata version: 2025-05-01

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Aryan Bhambu, Koushik Bera, Selvaraju Natarajan, Ponnuthurai Nagaratnam Suganthan:
High frequency volatility forecasting and risk assessment using neural networks-based heteroscedasticity model. Eng. Appl. Artif. Intell. 149: 110397 (2025)

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