Heteroscedasticity effects as component to future stock market predictions using RNNbased models

Heteroscedasticity effects are useful for forecasting future stock return volatility. Stock volatility forecasting provides business insight into the stock market, making it valuable information for investors and traders. Predicting stock volatility is a crucial task and challenging. This study prop...

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Bibliographic Details

Main Authors:	Sadon, Aida Nabilah, Ismail, Shuhaida, Khamis, Azme, Tariq, Muhammad Usman
Format:	Article
Language:	en
Published:	Plos One 2024
Subjects:	HG Finance
Online Access:	http://eprints.uthm.edu.my/12363/1/J17815_074af7388a9327ccc9bec60f08812ab4.pdf http://eprints.uthm.edu.my/12363/ https://doi.org/10.1371/journal.pone.0297641
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