Modeling Saudi stock index returns and volatility: a dual approach using GARCH and neural networks.

Al-Besher S, Al-Najjar D

DOI: 10.3389/frai.2026.1714822
Published: 2026
Container: Frontiers in artificial intelligence
Publisher: Not recorded
Open access: yes

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Cite this work

BibTeX

@article{allodium:10.3389/frai.2026.1714822,
  title = {Modeling Saudi stock index returns and volatility: a dual approach using GARCH and neural networks.},
  author = {Al-Besher S and Al-Najjar D},
  year = {2026},
  journal = {Frontiers in artificial intelligence},
  doi = {10.3389/frai.2026.1714822},
  url = {https://doi.org/10.3389/frai.2026.1714822}
}

RIS

TY  - JOUR
TI  - Modeling Saudi stock index returns and volatility: a dual approach using GARCH and neural networks.
AU  - Al-Besher S
AU  - Al-Najjar D
PY  - 2026
JO  - Frontiers in artificial intelligence
DO  - 10.3389/frai.2026.1714822
UR  - https://doi.org/10.3389/frai.2026.1714822
ER  -

APA

S, A., & D, A. (2026). Modeling Saudi stock index returns and volatility: a dual approach using GARCH and neural networks.. Frontiers in artificial intelligence. https://doi.org/10.3389/frai.2026.1714822

Source records

pubmed · retrieved 2026-09-26T00:34:53.736Z