Summary of Budget vs Expenditure per vote for all research grants
Finance
Last 3 Projects
Project Title
Progress
Status
Asymmetric Multivariate Realised Range-based Volatility And Return Models For Predicting Volatilities, Correlations And Returns In Financial Markets Using High-frequency Data
on going
Modelling And Forecasting Volatility Using High Frequency Financial Data
end
Estimation and Statistical Inference for Financial Time Series Models
end
This information is generated from Research Grant Management System
Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators
2024
Predicting automobile insurance fraud using classical and machine learning models
2023
Predicting Returns, Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models
2022
Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model
