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Lee Kong Chian Faculty of Engineering and Science
Published Scholarly Output
Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators
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Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators
Journal
The North American Journal of Economics and Finance
ISSN
1062-9408
Date Issued
2024-03
Author(s)
Zhi De Khoo
Kok Haur Ng
You Beng Koh
Kooi Huat Ng
Lee Kong Chian Faculty of Engineering and Science
DOI
10.1016/j.najef.2024.102112
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