Browsing MT - Mathematics and Natural Science by Subject "Volatility"
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A Comparative Study of GARCH, LSTM, and Hybrid GARCH-LSTM Models for Analyzing the Dynamical Pattern of Stock Price Volatility
(2022-07-13)Most of the statistical methods used in time series analytics assume that the data properties be stationary. In real cases, this assumption may be violated. The stock price is one of the highly volatile data or has a ...