Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators

Zhi De KhooKok Haur NgYou Beng KohKooi Huat Ng2024-10-142024-10-142024-0310.1016/j.najef.2024.102112https://dspace-cris.utar.edu.my/handle/123456789/1942Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicatorsjournal-article