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De Khoo, Zhi and Ng, Kok Haur and Koh, You Beng and Ng, Kooi Huat (2024) Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators. North American Journal of Economics and Finance, 71. p. 102112. ISSN 1062-9408, DOI https://doi.org/10.1016/j.najef.2024.102112.