Mishra, Akshay Kumar; Kumar, Rahul; Bal, Debi Prasad - In: Financial internet quarterly 19 (2023) 4, pp. 97-114
This study aims to predict the ESG (environmental, social, and governance) return volatility based on ESG index data … Conditional Heteroskedasticity) and LSTM (Long Short-Term Memory) models for forecasting the return of ESG volatility and to … volatility data, indicating the occurrence of volatility in response to market fluctuations. This study provides insight …