A Hybrid Markov Switching Garch Model Approach For Improving Volatility Dynamics
Time series analysis has long attracted the attention of researchers in a variety of fields. Past two decades, time series have been analyzed using linear models, which have a number of advantages. However, the question of whether there are other methods that can help understand and predict actual d...
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Main Author: | Hossain, Md Jamal |
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Format: | Thesis |
Language: | English |
Published: |
2021
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Subjects: | |
Online Access: | http://eprints.usm.my/53225/1/MD%20JAMAL%20HOSSAIN%20-%20TESIS24.pdf |
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