Forecasting realized volatility through financial turbulence and neural networks Cover

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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

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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,

Mathematics and statistics for economists,

© 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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