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Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting

Year: 2024

Type: conference-paper

Source: Proceedings of the International Conference on Information Systems Development

DOI: 10.62036/isd.2024.26

Authors: Jakub Michańków, Łukasz Kwiatkowski, Janusz Morajda

Institutions: Krakow University of Economics, University of Warsaw

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4402360205

FWCI:

Cites: 24

Cited by:

Related to: 10