Modeling the heteroscedasticity in data distribution
The main objective of this study is to provide a model that will uplift the weaknesses of the existing model for efficient estimation. Generalized autoregressive conditional heteroscedasticity (GARCH) family models weaknesses were overcome by the new Combine White Noise (CWN) model which proved to...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Research India Publications
2016
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| Subjects: | |
| Online Access: | http://repo.uum.edu.my/21520/1/GJPAM%2012%201%202016%20313%20322.pdf http://repo.uum.edu.my/21520/ http://www.ripublication.com/gjpam16/gjpamv12n1_27.pdf |
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| Institution: | Universiti Utara Malaysia |
| Language: | English |
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