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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书目详细资料
主要作者:	Miswan, Nor Hamizah
格式:	Thesis
语言:	English
出版:	2013
主题:	QA Mathematics
在线阅读:	http://eprints.utm.my/id/eprint/33227/1/NorHamizahMiswanMFS2013.pdf
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