SWGARCH : an enhanced GARCH model for time series forecasting

SWGARCH : an enhanced GARCH model for time series forecasting

Generalized Autoregressive Conditional Heteroskedasticity (GARCH) is one of most popular models for time series forecasting. The GARCH model uses the long run variance as one of the weights. Historical data is used to calculate the long run variance because it is assumed that the variance of a long...

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书目详细资料
主要作者:	Shbier, Mohammed Z. D
格式:	Thesis
语言:	eng eng
出版:	2017
主题:	QA273-280 Probabilities Mathematical statistics
在线阅读:	https://etd.uum.edu.my/6808/1/s91141_01.pdf https://etd.uum.edu.my/6808/2/s91141_02.pdf
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