Search Results - subject:"symmetric volatility"

Symmetric and asymmetric volatility : forecasting the Borsa Istanbul 100 index return volatility

Öner, Selma; Öner, Hakan - In: Financial internet quarterly 19 (2023) 1, pp. 48-56

The development of technology and the globalization of financial markets have increased the volatility in financial markets and caused the emergence of risks and uncertainties that have not been previously encountered. Since traditional econometric models cannot fully explain this vol- atility,...

Persistent link: https://www.econbiz.de/10014281313

Deep learning with small and big data of symmetric volatility information for predicting daily accuracy improvement of JKII prices

Ledhem, Mohammed Ayoub - In: Journal of capital markets studies 6 (2022) 2, pp. 130-147

) prices using deep learning (DL) with small and big data of symmetric volatility information. Design/methodology/approach This … accuracy improvement through small and big data of symmetric volatility information of the JKII based on the criteria of the … algorithm based on using small data which provide superior prediction accuracy to big data of symmetric volatility information …

Persistent link: https://www.econbiz.de/10013413441

Deep learning with small and big data of symmetric volatility information for predicting daily accuracy improvement of JKII prices

Ledhem, Mohammed Ayoub - In: Journal of Capital Markets Studies (JCMS) 6 (2022) 2, pp. 130-147

Persistent link: https://www.econbiz.de/10015327872