has been cited by the following article(s):
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[1]
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Forecasting Financial Volatility Under Structural Breaks: A Comparative Study of GARCH Models and Deep Learning Techniques
Journal of Risk and Financial Management,
2025
DOI:10.3390/jrfm18090494
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[2]
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Integrating Volatility Models within State Space Frameworks for Commodity Return Analysis
Journal of Financial Risk Management,
2025
DOI:10.4236/jfrm.2025.143012
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[3]
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Review on volatility and return analysis including emerging developments: evidence from stock market empirics
Journal of Modelling in Management,
2022
DOI:10.1108/JM2-10-2021-0249
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