Modelling and forecasting exchange rate of US dollar against Malaysian ringgit using hybrid ARIMA-GARCH and ARIMA-EGARCH models

Modelling and forecasting exchange rate of US dollar against Malaysian ringgit using hybrid ARIMA-GARCH and ARIMA-EGARCH models

Modelling and forecasting financial time series data has become the area of interest in financial world. However, the data exhibits certain stylized facts that must be handled by an appropriate models. Thus, this study was conducted to develop hybridization models between Autoregressive Integrated M...

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书目详细资料
主要作者:	Mustafa, Asma’
格式:	Thesis
语言:	English
出版:	2017
主题:	QA Mathematics
在线阅读:	http://eprints.utm.my/id/eprint/78489/1/AsmaMustafaMFS2017.pdf
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