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...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
2016
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| Subjects: | |
| Online Access: | https://repo.uum.edu.my/id/eprint/21534/1/IJARSE%205%2012%202016%2070%2063.pdf |