Iqbal, Farhat; Zahid, Mamoona; Koutmos, Dimitrios - In: Risks : open access journal 11 (2023) 7, pp. 1-18
, downside risk. While the prospects of high returns are alluring for investors and speculators, the downside risks are important … volatility. Predictive models that can successfully explain volatility help to reduce downside risk. In this paper, we …