Modeling the volatility of cryptocurrencies: an empirical application of stochastic volatility models

by Zahid, Mamoona, Iqbal, Farhat
Published 2020

Modeling and forecasting the realized volatility of bitcoin using realized HAR-GARCH-type models with jumps and inverse leverage effect

by Zahid, Mamoona, Iqbal, Farhat, Raziq, Abdul, Sheikh, Naveed
Published 2022

A hybrid approach for accurate forecasting of exchange rate prices using VMD-CEEMDAN-GRU-ATCN model

by Kausar, Rehan, Iqbal, Farhat, Abdul Raziq, Sheikh, Naveed
Published 2023

Enhanced foreign exchange volatility forecasting using CEEMDAN with optuna-optimized ensemble deep learning model

by Kausar, Rehan, Iqbal, Farhat, Raziq, Abdul, Sheikh, Naveed, Rehman, Abdul
Published 2024