id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
fbem-18145	Li, Shang	Stock Closing Price Prediction Based on the ARIMA-GARCH Model	2024	4	.pdf	application/pdf	2407	142	52	Modelling time-varying volatility using GARCH models: evidence from the Indian stock market. Subsequently, GARCH model parameters are discerned and integrated with the ARIMA model to establish the ARIMA-GARCH model, which is then subjected to residual testing.	cache/fbem-18145.pdf	txt/fbem-18145.txt