Garch parameter estimation using least absolute median
The general autoregressive conditional heteroscedasticity, (GARCH) family has become more efficient in fitting financial data as it consists of the socond order moment that measures the time-variant of the volatility data
| Main Author: | |
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| Published: |
[Selangor]:
Universiti Teknologi Mara,
2012.
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| Subjects: |
KOLEKSI KHAS
| Call Number: |
QA 276.8 .H3 2012 |
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| Accession | Item Category | Format | Status | Notes |
|---|
| 1100087504 | Tesis | Book | AVAILABLE |