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A Comparison Study on Developed FSWGARCH, SWGARCH and GARCH Models in Time Series Forecasting: An Application to Airline Passenger Volume

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Main Authors: Hanapi, Amiratul Liyana Mohamad, Othman, Mahmod, Sokkalingam, Rajalingam, Sakidin, Hamzah
Format: Conference or Workshop Item
Published: 2021
Online Access:http://scholars.utp.edu.my/id/eprint/37906/
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spelling oai:scholars.utp.edu.my:379062023-11-08T04:40:31Z http://scholars.utp.edu.my/id/eprint/37906/ A Comparison Study on Developed FSWGARCH, SWGARCH and GARCH Models in Time Series Forecasting: An Application to Airline Passenger Volume Hanapi, Amiratul Liyana Mohamad Othman, Mahmod Sokkalingam, Rajalingam Sakidin, Hamzah 2021 Conference or Workshop Item NonPeerReviewed Hanapi, Amiratul Liyana Mohamad and Othman, Mahmod and Sokkalingam, Rajalingam and Sakidin, Hamzah (2021) A Comparison Study on Developed FSWGARCH, SWGARCH and GARCH Models in Time Series Forecasting: An Application to Airline Passenger Volume. In: Proceedings of the 6th International Conference on Fundamental and Applied Sciences: ICFAS 2020.
institution Universiti Teknologi Petronas
building UTP Resource Centre
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Petronas
content_source UTP Institutional Repository
url_provider http://eprints.utp.edu.my/
format Conference or Workshop Item
author Hanapi, Amiratul Liyana Mohamad
Othman, Mahmod
Sokkalingam, Rajalingam
Sakidin, Hamzah
spellingShingle Hanapi, Amiratul Liyana Mohamad
Othman, Mahmod
Sokkalingam, Rajalingam
Sakidin, Hamzah
A Comparison Study on Developed FSWGARCH, SWGARCH and GARCH Models in Time Series Forecasting: An Application to Airline Passenger Volume
author_facet Hanapi, Amiratul Liyana Mohamad
Othman, Mahmod
Sokkalingam, Rajalingam
Sakidin, Hamzah
author_sort Hanapi, Amiratul Liyana Mohamad
title A Comparison Study on Developed FSWGARCH, SWGARCH and GARCH Models in Time Series Forecasting: An Application to Airline Passenger Volume
title_short A Comparison Study on Developed FSWGARCH, SWGARCH and GARCH Models in Time Series Forecasting: An Application to Airline Passenger Volume
title_full A Comparison Study on Developed FSWGARCH, SWGARCH and GARCH Models in Time Series Forecasting: An Application to Airline Passenger Volume
title_fullStr A Comparison Study on Developed FSWGARCH, SWGARCH and GARCH Models in Time Series Forecasting: An Application to Airline Passenger Volume
title_full_unstemmed A Comparison Study on Developed FSWGARCH, SWGARCH and GARCH Models in Time Series Forecasting: An Application to Airline Passenger Volume
title_sort comparison study on developed fswgarch, swgarch and garch models in time series forecasting: an application to airline passenger volume
publishDate 2021
url http://scholars.utp.edu.my/id/eprint/37906/
_version_ 1783880877998080000
score 13.188404

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