Open AccessModeling and Forecasting Stock Market Volatility of CPEC Founding Countries: Using Nonlinear Time Series and Machine Learning Models
Author(s) -
Tayyab Raza Fraz,
Samreen Fatima,
Mudassir Uddin
Publication year - 2022
Publication title -
jisr management and social sciences and economics
Language(s) - English
Resource type - Journals
eISSN - 2616-7476
pISSN - 1998-4162
DOI - 10.31384/jisrmsse/2022.20.1.1
Subject(s) - akaike information criterion , volatility (finance) , econometrics , autoregressive conditional heteroskedasticity , stock (firearms) , stock market , computer science , bayesian information criterion , bayesian probability , nonlinear system , machine learning , artificial intelligence , economics , engineering , geography , mechanical engineering , context (archaeology) , archaeology , physics , quantum mechanics