Enhanced variance targeting estimator for parameter estimation in GARCH model / Muhammad Asmu'i Abdul Rahim
The aims of this study is to investigate two issues that affect the estimator's performance which are a well specified conditional variance and the existence of the finite fourth order moment to retain the estimator's performance. This study focuses on variance targeting estimator (VTE) as...
Saved in:
Main Author: | Abdul Rahim, Muhammad Asmu'i |
---|---|
Format: | Thesis |
Language: | English |
Published: |
2017
|
Subjects: | |
Online Access: | https://ir.uitm.edu.my/id/eprint/18847/1/TM_MUHAMMAD%20ASMU%27I%20ABDUL%20RAHIM%20CS%2017_5.pdf |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
GARCH Parameter Estimation Using Least Absolute Median / Hanafi A. Rahim
by: A.Rahim, Hanafi
Published: (2012) -
Garch parameter estimation using least absolute median
by: Hanafi A. Rahim -
Least squares variance component estimation for surveying network adjustment
by: Bidi, Nur Khalilah
Published: (2019) -
Development of hierarchical estimation method for anthropometric variables using GUI / Mastura Abdul Rahim
by: Abdul Rahim, Mastura
Published: (2010) -
Sexualoralisme dalam perspektif medis dan Hukum Islam /
by: Asmu'i
Published: (2004)