Modified Box-Jenkins and GARCH for forecasting highly volatile time series data

Modified Box-Jenkins and GARCH for forecasting highly volatile time series data

The Box-Jenkins model has widely been used either as the forecasting, benchmarking or as the integrated model in the current research of time series. The Box-Jenkins modelling is one of the most powerful forecasting techniques available in research practice of the time series analysis. Most of the t...

Full description

Bibliographic Details
Main Author: Siti Roslindar, Yaziz
Format: Thesis
Language:English
Published: 2019
Subjects:
Q Science (General)
T Technology (General)
Online Access:http://umpir.ump.edu.my/id/eprint/29284/
http://umpir.ump.edu.my/id/eprint/29284/1/Modified%20box-jenkins%20and%20garch%20for%20forecasting%20highly%20volatile%20time%20series%20data.wm.pdf

Similar Items

Similar Items