Modeling the error term of regression by combine white noise

This paper examines the utilization of combination model technique to model the standardized residual exponential generalized autoregressive conditional heteroscedastic (EGARCH) errors.The technique combine white noise (CWN) is found to be more efficient and overcome EGARCH weaknesses. The estimatio...

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Bibliographic Details
Main Authors: Agboluaje, Ayodele Abraham, Ismail, Suzilah, Yin, Chee Yip
Format: Article
Language:English
Published: 2016
Subjects:
Online Access:https://repo.uum.edu.my/id/eprint/21534/1/IJARSE%205%2012%202016%2070%2063.pdf