Single or combine? Tourism demand volatility forecasting with exponential weighting and smooth transition combining methods
Tourism forecasting has garnered considerable interest. However, integrating tourism
forecasting with volatility is significantly less typical. This study investigates the performance …
forecasting with volatility is significantly less typical. This study investigates the performance …
Heteroscedasticity effects as component to future stock market predictions using RNN-based models
Heteroscedasticity effects are useful for forecasting future stock return volatility. Stock
volatility forecasting provides business insight into the stock market, making it valuable …
volatility forecasting provides business insight into the stock market, making it valuable …
Development of out-of-sample forecast formulae for the FIGARCH model
Volatility is a matter of concern for time series modeling. It provides valuable insights into the
fluctuation and stability of concerning variables over time. Volatility patterns in historical data …
fluctuation and stability of concerning variables over time. Volatility patterns in historical data …