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Keywords: Artificial neural networks
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Journal Articles
An artificial neural network augmented GARCH model for Islamic stock market volatility: Do asymmetry and long memory matter?
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International Journal of Islamic and Middle Eastern Finance and Management (2021) 14 (5): 853–873.
Published: 12 May 2021
... attack and the 2007–2008 global financial crisis. Design/methodology/approach This study constructs a new hybrid generalized autoregressive conditional heteroskedasticity (GARCH)-type model based on an artificial neural network (ANN). This model is applied to the daily Dow Jones Islamic Market World...
