Traffic Volatility Forecasting Using an Omnibus Family GARCH Modeling Framework.

Jishun Ou Xiangmei Huang Yang Zhou Zhigang Zhou Qinghui Nie

Published in: Entropy (2022)

Keyphrases

modeling framework
garch model
exchange rate
heavy tailed
stock market
multivariate time series
topic modeling
stock price
sar images
financial time series
machine learning
educational technology
text mining
learning objects
short term