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...
| मुख्य लेखक: | |
|---|---|
| स्वरूप: | थीसिस |
| भाषा: | अंग्रेज़ी |
| प्रकाशित: |
2021
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| विषय: | |
| ऑनलाइन पहुंच: | http://eprints.usm.my/53225/ |
| Abstract | Abstract here |