Comparing GARCH Models by Introducing Fuzzy Asymmetric Realized GARCH
Estimation of conditional variance has lots of application reflecting economic, especially financial economics, social economics and political economics’ risk and volatility research. Therefore, obtaining accurate estimation of the conditional variance is especially important. Recently Hansen has mo...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
Semnan University
2018-09-01
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| Series: | مدلسازی اقتصادسنجی |
| Subjects: | |
| Online Access: | https://jem.semnan.ac.ir/article_3859_ab5a2f534ccd5f1f45a242ea2423ce10.pdf |