Modeling the asymmetric in conditional variance

Modeling the asymmetric in conditional variance

The purpose of this study is to model the asymmetric in conditional variance of Exponential Generalized Autoregressive Conditional Heteroscedasticity (EGARCH) with Combine White Noise (CWN) model to obtain suitable results. Combine white noise has the minimum information criteria and high log likel...

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Bibliographic Details
Main Authors: Agboluaje, Ayodele Abraham, Ismail, Suzilah, Yip, Chee Yin
Format: Article
Language:English
Published: Science Alert 2016
Subjects:
QA Mathematics
Online Access:http://repo.uum.edu.my/21521/1/AJSR%20%209%202%20%202016%20%2039-44.pdf
http://repo.uum.edu.my/21521/
http://doi.org/10.3923/ajsr.2016.39.44
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Institution: Universiti Utara Malaysia
Language: English

Internet

http://repo.uum.edu.my/21521/1/AJSR%20%209%202%20%202016%20%2039-44.pdf
http://repo.uum.edu.my/21521/
http://doi.org/10.3923/ajsr.2016.39.44

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