Modeling the Stock Price Volatility

Using Asymmetry GARCH and Ann-Asymmetry GARCH Models

Autori

• Henry Njagi
• Anthony Waititu
• Anthony Wanjoya

Parametri

• 92 pagine
• 4 ore di lettura

• Libri di testo
• Motivazione e auto-aiuto

Maggiori informazioni sul libro

The book explores the critical role of time series data modeling in a dynamic environment, emphasizing the integration of machine learning techniques within statistics. It highlights the use of Artificial Neural Networks, which can replicate human adaptability, in modeling both linear and non-linear time series data. A significant focus is placed on their application in economics, particularly in understanding and predicting Stock Price Volatility, showcasing the intersection of advanced statistical methods and financial analysis.

Lingua: Inglese

Pubblicato: 2019

(In brossura)