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...
Saved in:
主要作者: | Siti Roslindar, Yaziz |
---|---|
格式: | Thesis |
语言: | English |
出版: |
2019
|
主题: | |
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 |
标签: |
添加标签
没有标签, 成为第一个标记此记录!
|
相似书籍
-
Symmetric and asymmetric garch models for forecasting the prices of gold
由: Pung, Yean Ping
出版: (2013) -
A hybrid multivariate time series m odel for forecasting m eteorological data in peninsular malaysia
由: Norrulashikin, Siti Mariam
出版: (2018) -
SWGARCH : an enhanced GARCH model for time series forecasting
由: Shbier, Mohammed Z. D
出版: (2017) -
Naive weight fuzzy time series for forecasting in a case study for stationary and non-stationary data
由: Efendi , Riswan
出版: (2010) -
Modelling and forecasting volatile data by using ARIMA and GARCH models
由: Miswan, Nor Hamizah
出版: (2013)