ESG Volatility Prediction Using GARCH and LSTM Models
This study aims to predict the ESG (environmental, social, and governance) return volatility based on ESG index data from 26 October 2017 and 31 March 2023 in the case of India. In this study, we utilized GARCH (Generalized Autoregressive Conditional Heteroskedasticity) and LSTM (Long Short-Term Mem...
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| Autori principali: | , , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
University of Information Technology and Management in Rzeszów
2023-12-01
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| Serie: | Financial Internet Quarterly |
| Soggetti: | |
| Accesso online: | https://doi.org/10.2478/fiqf-2023-0029 |
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