ESG volatility prediction using GARCH and LSTM models
Year of publication: |
2023
|
---|---|
Authors: | Mishra, Akshay Kumar ; Kumar, Rahul ; Bal, Debi Prasad |
Published in: |
Financial internet quarterly. - Rzeszów : University of Information Technology and Management, ISSN 2719-3454, ZDB-ID 3121236-0. - Vol. 19.2023, 4, p. 97-114
|
Subject: | ESG Volatility | GARCH | LSTM model | ARCH-Modell | ARCH model | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Theorie | Theory | Börsenkurs | Share price |
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