Multistep forecasting for highly volatile data using new algorithm of Box-Jenkins and GARCH
The study of the multistep ahead forecast is significant for practical application purposes using the proposed statistical model. This study is proposing a new algorithm of Box-Jenkins and GARCH (or BJ-G) in evaluating the multistep forecasting performance of the BJ-G model for highly volatile time...
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| Main Authors: | , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2018
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| Subjects: | |
| Online Access: | http://umpir.ump.edu.my/id/eprint/24110/1/50.1%20Multistep%20forecasting%20for%20highly%20volatile%20data.pdf http://umpir.ump.edu.my/id/eprint/24110/ |
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