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An alternative method for out-of-sample forecast of FIEGARCH model

Year: 2025

Type: article

Source: Journal of Statistics and Management Systems

DOI: 10.47974/jsms-1357

Authors: Debopam Rakshit, Ranjit Kumar Paul, Christophe Chesneau, Md. Yeasin

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4410415322

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