Open Access
Research Article·pp. 671–689·Vol. 28, Issue 4May 2025
An alternative method for out-of-sample forecast of FIEGARCH model
Debopam Rakshit, Ranjit Kumar Paul, Md. Yeasin, Christophe Chesneau
Published Online: 06 May 2025DOI: 10.47974/JSMS-1357
In this paper: Volatility is an inherent characteristic of a time series (TS). It is said to be asymmetric when negative and positive shocks of equal scale have different effects. If the volatility of one epoch is i...
