Model GARCH Dan Jujukan Bersyarat GAUSS.

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Model GARCH Dan Jujukan Bersyarat GAUSS.

Terdapat suatu hubungan yanq erat diantara jujukan GARCH yang sering digunakan dalam model-model ekonometrik dengan proses bersyarat Gauss yang digunakan dalam peramalan dan teori penapisan. Dalam kajian ini ditunjukkan bahawa peraturan-peraturan dalam siri masa dapat berubah terutama jika membandi...

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Bibliographic Details
Main Author:	Kamil, Anton Abdulbasah
Format:	Conference or Workshop Item
Language:	English
Published:	2003
Subjects:	QA1-939 Mathematics
Online Access:	http://eprints.usm.my/10634/ http://eprints.usm.my/10634/1/Model_Garch_dan_Jujukan_Bersyarat_%28PPSMatematik%29.pdf

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