Sector Volatility Prediction Performance Using GARCH Models and Artificial Neural Networks
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This paper has been announced in the following NEP Reports:- NEP-BIG-2021-10-25 (Big Data)
- NEP-CMP-2021-10-25 (Computational Economics)
- NEP-CWA-2021-10-25 (Central and Western Asia)
- NEP-ETS-2021-10-25 (Econometric Time Series)
- NEP-FMK-2021-10-25 (Financial Markets)
- NEP-RMG-2021-10-25 (Risk Management)
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