Projects per year
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Markov Switching Garch Model and Artificial Neural Networks: Applied On Volatility Forecasting for MSM Index.
1/1/22 → 12/31/24
Project: Internal Grants (IG)
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Markov Switching Asymmetric GARCH Model and Artificial Neural Networks: applied on volatility forecasting for MSM Index
1/1/23 → 12/31/23
Project: Internal Grants (IG)
Research output
- 3 Article
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Number of regimes of the Volatility in Muscat Security Market Index in Oman using the Markov Switching GARCH models
Benaid, B., 2023, (Submitted) In: South Asian Journal of Macroeconomics and Public Finance.Research output: Contribution to journal › Article
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Markov Switching Asymmetric GARCH Model and Artificial Neural Networks: Enhancing the volatility forecasting for S&P 500 Index
Benaid, B., 2021, In: Indian Journal of Economics and Business. 2Research output: Contribution to journal › Article › peer-review
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Testing for the number of regimes in financial time series GARCH Volatility
Benaid, B., 2021, In: International Journal of Applied Economics, Finance and Accounting. 9, 2, p. 82-94 13 p.Research output: Contribution to journal › Article › peer-review
Open Access