A Hybrid Markov Switching Garch Model Approach For Improving Volatility Dynamics

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A Hybrid Markov Switching Garch Model Approach For Improving Volatility Dynamics

Time series analysis has long attracted the attention of researchers in a variety of fields. Past two decades, time series have been analyzed using linear models, which have a number of advantages. However, the question of whether there are other methods that can help understand and predict actual d...

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Bibliographic Details
Main Author:	Hossain, Md Jamal
Format:	Thesis
Language:	English
Published:	2021
Subjects:	QA1 Mathematics (General)
Online Access:	http://eprints.usm.my/53225/ http://eprints.usm.my/53225/1/MD%20JAMAL%20HOSSAIN%20-%20TESIS24.pdf

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