2021 JUN 09 (NewsRx) — By a
Financial support for this research came from
The news correspondents obtained a quote from the research from the
According to the news reporters, the research concluded: “Originality/value The paper develops a new framework that combines an ANN and FIAPARCH model that introduces two important features of time series, namely, asymmetry and long memory.”
This research has been peer-reviewed.
For more information on this research see: An Artificial Neural Network Augmented Garch Model for Islamic Stock Market Volatility: Do Asymmetry and Long
Our news journalists report that additional information may be obtained by contacting Walid Chkili,
The direct object identifier (DOI) for that additional information is: https://doi.org/10.1108/IMEFM-05-2019-0204. This DOI is a link to an online electronic document that is either free or for purchase, and can be your direct source for a journal article and its citation.
(Our reports deliver fact-based news of research and discoveries from around the world.)