Validation of combine white noise using simulated data

Validation of combine white noise using simulated data

Recent studies reveal that the data that exhibits heteroscedasticity are modelled by Exponential Generalized Autoregressive Conditional Heteroscedastic (EGARCH).Nevertheless, EGARCH model estimation is not efficient when the heteroscedasticity data have leverage effect.In this study, an algorithm i...

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Bibliographic Details
Main Authors: Agboluaje, Ayodele Abraham, Ismail, Suzilah, Chee, Yin Yip
Format: Article
Language:English
Published: Research India Publications 2016
Subjects:
QA Mathematics
Online Access:http://repo.uum.edu.my/21530/1/IJAER%2011%2020%202016%2010125%2010130.pdf
http://repo.uum.edu.my/21530/
http://www.ripublication.com/ijaer16/ijaerv11n20_13.pdf
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Institution: Universiti Utara Malaysia
Language: English

Internet

http://repo.uum.edu.my/21530/1/IJAER%2011%2020%202016%2010125%2010130.pdf
http://repo.uum.edu.my/21530/
http://www.ripublication.com/ijaer16/ijaerv11n20_13.pdf

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