Building a Sustainable GARCH Model to Forecast Rubber Price: Modified Huber Weighting Function Approach
The unstable and uncertain nature of natural rubber prices makes them highly volatile and prone to outliers, which can have a significant impact on both modeling and forecasting. To tackle this issue, the author recommends a hybrid model that combines the autoregressive (AR) and Generalized Autoreg...
| Main Authors: | , |
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| Format: | Article |
| Language: | Arabic |
| Published: |
College of Science for Women, University of Baghdad
2024-02-01
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| Series: | Baghdad Science Journal |
| Subjects: | |
| Online Access: | https://bsj.uobaghdad.edu.iq/index.php/BSJ/article/view/7489 |