Statistical and Deep Learning Approaches to Volatility Forecasting in Financial Time Series across Diverse Financial Markets
| dc.contributor.author | Bera, Koushik | |
| dc.date.accessioned | 2026-07-31T10:55:50Z | |
| dc.date.issued | 2026 | |
| dc.description | Selvaraju, N | |
| dc.description.abstract | UNDER EMBARGO | |
| dc.identifier.other | ROLL NO.216123007 | |
| dc.identifier.uri | https://gyan.iitg.ac.in/handle/123456789/3567 | |
| dc.language.iso | en | |
| dc.relation.ispartofseries | TH-4079 | |
| dc.rights | https://creativecommons.org/licenses/by-nc-sa/4.0/ | |
| dc.rights.uri | https://creativecommons.org/licenses/by-nc-sa/4.0/ | |
| dc.title | Statistical and Deep Learning Approaches to Volatility Forecasting in Financial Time Series across Diverse Financial Markets | |
| dc.type | Thesis |