Modelling and forecasting volatile data by using ARIMA and GARCH models

Modelling and forecasting volatile data by using ARIMA and GARCH models

Modelling and forecasting of volatile data have become the area of interest in financial time series. Volatility refers to a condition where the conditional variance changes between extremely high and extremely low values. In the current study, modelling and forecasting will be carried out using two...

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書目詳細資料
主要作者:	Miswan, Nor Hamizah
格式:	Thesis
語言:	English
出版:	2013
主題:	QA Mathematics
在線閱讀:	http://eprints.utm.my/id/eprint/33227/1/NorHamizahMiswanMFS2013.pdf
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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