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Modeling and Forecasting the Volatility of NIFTY 50 Using GARCH and RNN Models
16 references·1 citing·31 second hop
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References

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  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
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  • 2003Forecasting Volatility in Financial Markets: A Review800 cited
  • 2018Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models786 cited
  • 2020Stock Market Prediction Using LSTM Recurrent Neural Network642 cited
  • 2020Forecasting stock prices with long-short term memory neural network based on attention mechanism

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366 cited
  • 2009Is There an Intertemporal Relation between Downside Risk and Expected Returns?288 cited
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    • 2022What do the AI methods tell us about predicting price volatility of key natural resources: Evidence from hyperparameter tuning37 cited