Modelling and forecasting volatile data by using ARIMA and GARCH models
Modelling and forecasting of volatile data have become the area of interest in financial time series. Volatility refers to a condition where the conditional variance changes between extremely high and extremely low values. In the current study, modelling and forecasting will be carried out using two...
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| Format: | Thesis |
| Language: | English |
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2013
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| Online Access: | http://eprints.utm.my/33227/1/NorHamizahMiswanMFS2013.pdf |