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Forecasting realized volatility through financial turbulence and neural networks Cover

Forecasting realized volatility through financial turbulence and neural networks

Economics and Business Review
Volume 9 (2023): Issue 2 (April 2023)
By: Hugo Gobato Souto and  Amir Moradi  
Open Access
|Jul 2023
DOI: https://doi.org/10.18559/ebr.2023.2.737 | Journal eISSN: 2450-0097 | Journal ISSN: 2392-1641
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Language: English
Page range: 133 - 159
Submitted on: Feb 27, 2023
Accepted on: Jun 16, 2023
Published on: Jul 26, 2023
Published by: Poznań University of Economics and Business Press
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year
Keywords:
neural networks,
LSTM neural networks,
realized volatility prediction,
financial turbulence
Related subjects:
Business and economics,
Political economics,
Political economics, other,
Finance,
Mathematics and statistics for economists,
Econometrics

© 2023 Hugo Gobato Souto, Amir Moradi, published by Poznań University of Economics and Business Press
This work is licensed under the Creative Commons Attribution 4.0 License.

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