Modified Box-Jenkins and GARCH for forecasting highly volatile time series data

Modified Box-Jenkins and GARCH for forecasting highly volatile time series data

The Box-Jenkins model has widely been used either as the forecasting, benchmarking or as the integrated model in the current research of time series. The Box-Jenkins modelling is one of the most powerful forecasting techniques available in research practice of the time series analysis. Most of the t...

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书目详细资料
主要作者:	Siti Roslindar, Yaziz
格式:	Thesis
语言:	English
出版:	2019
主题:	Q Science (General) T Technology (General)
在线阅读:	http://umpir.ump.edu.my/id/eprint/29284/1/Modified%20box-jenkins%20and%20garch%20for%20forecasting%20highly%20volatile%20time%20series%20data.wm.pdf
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