Forecasting currency in circulation in Malaysia using arch and garch models
The monthly economic time series commonly contains the volatility periods and it is suitable to apply the Heteroscedastic model to it where the conditional variance is not constant throughout the time trend. The aim of this study is to model and forecast the currency in circulation (CIC) in Malaysia...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | en |
| Published: |
Publons
2018
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| Subjects: | |
| Online Access: | http://eprints.uthm.edu.my/5913/1/AJ%202018%20%28651%29.pdf http://eprints.uthm.edu.my/5913/ https://doi.org/10.9734/CJAST/2018/40358 |
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