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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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Science Alert
2016
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| Subjects: | |
| 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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