Performance of a novel hybrid model through simulation and historical financial data
It is thoroughly acknowledged that the historical financial time series is not linear, exhibits structural changes, and is volatile. It has been noticed in the current literature that because of the existence of structural breaks in the historical time series, the GARCH family models provide mislead...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2022
|
| Online Access: | http://journalarticle.ukm.my/20252/1/25.pdf http://journalarticle.ukm.my/20252/ https://www.ukm.my/jsm/malay_journals/jilid51bil7_2022/KandunganJilid51Bil7_2022.html |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Universiti Kebangsaan Malaysia |
| Language: | English |