Zhang, Yuruixian; Choo, Wei Chong; Yuhanis Abdul Aziz; … - In: Journal of risk and financial management : JRFM 15 (2022) 7, pp. 1-47
), conditional heteroscedastic volatility models, and multiple news shocks are suitable for forecasting the volatility of the … GJRGARCH-FFNSs model is the best model for Malaysian tourism demand volatility forecasting accuracy. Furthermore, KLCI and Gold … methodological framework utilised in this study can be a useful tool for creating and forecasting the performance of symmetry and …
