Project Overview This project implements a hybrid GARCH-LSTM architecture for forecasting FOREX exchange rate volatility, specifically focusing on the EUR/USD currency pair. The research combines ...

Abstract: In this letter, the novel asymmetric t-GARCH(1,1) (ATGARCH(1,1)) model is proposed. By calculating the tail exponent (TE), it is discovered that the TE of the ATGARCH(1,1) distribution is ...

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