Search Journal of Statistics and Management Systems
68 results found
Option valuation using Garch-type models : Empirical evidence using USD/INR data
Aaisha B. S. Mohungoo, Jason Narsoo
Apr 2025
Randow walk classifications and market risk evaluations of Malaysian stock market
Lim Qiu Ting, Lam Sing Yan, Chin Ming Jun, Chin Wen Cheong, Lim Min
Mar 2025
Utilizing artificial intelligence for market expansion and financial resilience
Arshi Naim
Mar 2025
Modelling stock data using a geometric BINAR(1) model
Yuvraj Sunecher, Naushad Mamode Khan
Mar 2025
Improving cryptocurrency price prediction through advanced LSTM-based deep learning techniques
Rihab Qasim Abdulkadhim, Hasanen S. Abdullah, Mustafa Jasim Hadi
Dec 2024
Hollywood’s enchantment and cursed underbelly
Xi Chen, Chih-Kai Chen
Dec 2024
The role of emotional regulations and risk appetite on investment decision
Jibu P. Joseph
Dec 2024
The impact of COVID-19 on value-at-risk estimations for US and China stock markets
Jiang Yuhan, Yin Deru, Fan Suze, Chin Wen Cheong, Lim Min
Nov 2024
Gold market risk evaluations using GARCH incorporate with machine learning
Lee Yong Xin, Chin Wen Cheong, Gloria Teng Ai Hui, Lim Min
Nov 2024
An initial exploration of market dynamics and financial investment strategies in the cultural industries
Xi Chen, Chih-Kai Chen
Sep 2024
Implementing LSTM models for forecasting gold prices and analyzing volatility
Vaibhav Bhatnagar, Abdul Khader Jilani Saudagar, Ramesh Chandra Poonia
Aug 2024
Analyzing forecasting capabilities of GARCH models for stock prices in stochastic volatility contexts
Ramesh Chandra Poonia, Abdul Khader Jilani Saudagar, Vaibhav Bhatnagar
Aug 2024




