Work

A CAR(p)‐Enhanced Jump‐Diffusion Quadratic Rough Heston Model for Financial Volatility Forecasting

Year: 2026

Type: article

Source: Journal of Forecasting

DOI: 10.1002/for.70201

Authors: Noorshanaaz Khodabaccus, Aslam A. E. F. Saib

Institution: University of Technology, Mauritius

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7172019483

FWCI:

Cites: 25

Cited by:

Related to: 10