A Hybrid Markov Switching Garch Model Approach For Improving Volatility Dynamics
Time series analysis has long attracted the attention of researchers in a variety of fields. Past two decades, time series have been analyzed using linear models, which have a number of advantages. However, the question of whether there are other methods that can help understand and predict actual d...
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| Format: | Thesis |
| Language: | English |
| Published: |
2021
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| Subjects: | |
| Online Access: | http://eprints.usm.my/53225/1/MD%20JAMAL%20HOSSAIN%20-%20TESIS24.pdf http://eprints.usm.my/53225/ |
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