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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| 格式: | Thesis |
| 語言: | English |
| 出版: |
2013
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| 主題: | |
| 在線閱讀: | http://eprints.utm.my/id/eprint/33227/1/NorHamizahMiswanMFS2013.pdf |
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