Forecasting Stock Market Realized Volatility using Random Forest and Artificial Neural Network in South Africa
Volatility is often used as a key input into several financial models, yet there is still no consensus on the best-performing model in forecasting stock market returns volatility. Conventional time series models such as GARCH are the preferred models in the literature. However, this project aims to...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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EconJournals
2024-03-01
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| Series: | International Journal of Economics and Financial Issues |
| Subjects: | |
| Online Access: | https://www.econjournals.com/index.php/ijefi/article/view/15431 |