An artificial neural network augmented GARCH model for Islamic stock market volatility: Do asymmetry and long memory matter?
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BIG-2019-09-02 (Big Data)
- NEP-CMP-2019-09-02 (Computational Economics)
- NEP-FOR-2019-09-02 (Forecasting)
- NEP-ISF-2019-09-02 (Islamic Finance)
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