Enhanced variance targeting estimator for parameter estimation in GARCH model / Muhammad Asmu'i Abdul Rahim

The aims of this study is to investigate two issues that affect the estimator's performance which are a well specified conditional variance and the existence of the finite fourth order moment to retain the estimator's performance. This study focuses on variance targeting estimator (VTE) as...

Full description

Saved in:
Bibliographic Details
Main Author: Abdul Rahim, Muhammad Asmu'i
Format: Thesis
Language:English
Published: 2017
Subjects:
Online Access:http://ir.uitm.edu.my/id/eprint/18847/1/TM_MUHAMMAD%20ASMU%27I%20ABDUL%20RAHIM%20CS%2017_5.pdf
http://ir.uitm.edu.my/id/eprint/18847/
Tags: Add Tag
No Tags, Be the first to tag this record!

Similar Items