A Comparison Study on Developed FSWGARCH, SWGARCH and GARCH Models in Time Series Forecasting: An Application to Airline Passenger Volume
Several time series data consist of fluctuating information such as risks and uncertainties, arising from instability of the series data. The most popular model for these data is Generalized Auto Regressive Conditional Heteroskedasticity (GARCH) model. However, the GARCH model does not capture the i...
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| Main Authors: | , , , |
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| Format: | Conference or Workshop Item |
| Published: |
Springer Science and Business Media B.V.
2021
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| Online Access: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85123311112&doi=10.1007%2f978-981-16-4513-6_54&partnerID=40&md5=bd90a86bab7cd4f8fa4d208ae7a634da http://eprints.utp.edu.my/29261/ |
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| Institution: | Universiti Teknologi Petronas |