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Forecasting Stock Volatility Using Wavelet-based Exponential Generalized Autoregressive Conditional Heteroscedasticity Methods

Tariq T. Alshammari1, Mohd Tahir Ismail1, Nawaf N. Hamadneh3,*, S. Al Wadi2, Jamil J. Jaber2, Nawa Alshammari3, Mohammad H. Saleh2

1 School of Mathematical Science, Universiti Sains Malaysia, Penang, Malaysia
2 Department of Risk Management and Insurance, Faculty of Business, The University of Jordan, Jordan
3 Department of Basic Sciences, College of Science and Theoretical Studies, Saudi Electronic University, Riyadh, Saudi Arabia

* Corresponding Author: Nawaf N. Hamadneh. Email: email

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