Garch models and distributions comparison for nonlinear time series with volatilities

The Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model is extensively used for handling volatilities. However, with numerous extensions to  the standard GARCH model, selecting the most suitable model for forecasting price volatilities becomes challenging. This study aims to exam...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखकों: Abdul Rahman, Nur Haizum, Jia, Goh Hui, Zulkafli, Hani Syahida
स्वरूप: लेख
प्रकाशित: Penerbit UTM Press 2023