_2023-08-11-iasc-the-role-of-backtesting-in-forecasting-stock-returns-using-rugarch-r-package.jpg "2023-08-11 IASC: The role of Backtesting in forecasting stock returns using rugarch R package from forecasting modelling Video Screenshot Preview")
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⏲ Duration: 54 min 27 sec
✓ Published: 14-Aug-2023
✓ Published: 14-Aug-2023
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Speaker: nDr. Monday AdenomonnnnAbstract:nIn economic and financial time series literature, time-varying is more common than constant volatility, and accurate modelling of time volatility is of great importance in financial time series analysis by financial econometricians. In practice, financial time series contain uncertainty, volatility, excess kurtosis, high standard deviation, high skewness and sometimes non-normality. Therefore, to model and capture properly the characteristics of financia
Speaker: nDr. Monday AdenomonnnnAbstract:nIn economic and financial time series literature, time-varying is more common than constant volatility, and accurate modelling of time volatility is of great importance in financial time series analysis by financial econometricians. In practice, financial time series contain uncertainty, volatility, excess kurtosis, high standard deviation, high skewness and sometimes non-normality. Therefore, to model and capture properly the characteristics of financia
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