Kurtosis dan model volatiliti Garch

Míreanna comhchosúla

• Pengklusteran data time series keuangan dengan model Garch(1,1) pada pasar saham internasional
  de réir: , RAFULTA, Elfa, et al.
  Foilsithe / Cruthaithe: (2010)
• Performance of GARCH models in forecasting stock market volatility.
  de réir: Choo, Wei Chong, et al.
  Foilsithe / Cruthaithe: (1999)
• Modelling the volatility of currency exchange rate using GARCH model
  de réir: Choo, Wei Chong, et al.
  Foilsithe / Cruthaithe: (2002)
• Enhancing stock volatility prediction with the AO-GARCH-MIDAS model
  de réir: Liu, Ting, et al.
  Foilsithe / Cruthaithe: (2024)
• Garch models and distributions comparison for nonlinear time series with volatilities
  de réir: Abdul Rahman, Nur Haizum, et al.
  Foilsithe / Cruthaithe: (2023)