Robustifying Forecast Performance Through Hybridized Arima-Garch-Type Modeling in a Discrete-Time Stochastic Series
The study is aimed at investigating the robustness of forecast performance of a hybridized (ARIMA-GARCH-type) model over each single component using different periods of horizon to display consistency over time. Daily closing share prices were explored from the Nigerian Stock Exchange for First City...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Etamaths Publishing
2020-05-01
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| Series: | International Journal of Analysis and Applications |
| Online Access: | http://etamaths.com/index.php/ijaa/article/view/2060 |