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Garch models and distributions comparison for nonlinear time series with volatilities

The Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model is extensively used for handling volatilities. However, with numerous extensions to the standard GARCH model, selecting the most suitable model for forecasting price volatilities becomes challenging. This study aims to exam...

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书目详细资料
Main Authors:	Abdul Rahman, Nur Haizum, Jia, Goh Hui, Zulkafli, Hani Syahida
格式:	Article
出版:	Penerbit UTM Press 2023
在线阅读:	http://psasir.upm.edu.my/id/eprint/108077/ https://mjfas.utm.my/index.php/mjfas/article/view/3101
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