Performance of a novel hybrid model through simulation and historical financial data

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Performance of a novel hybrid model through simulation and historical financial data

It is thoroughly acknowledged that the historical financial time series is not linear, exhibits structural changes, and is volatile. It has been noticed in the current literature that because of the existence of structural breaks in the historical time series, the GARCH family models provide mislead...

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Bibliographic Details
Main Authors:	Hossain, Md. Jamal, Mohd Tahir Ismail
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2022
Online Access:	http://journalarticle.ukm.my/20252/ http://journalarticle.ukm.my/20252/1/25.pdf

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