Forecasting currency in circulation in Malaysia using arch and garch models

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Forecasting currency in circulation in Malaysia using arch and garch models

The monthly economic time series commonly contains the volatility periods and it is suitable to apply the Heteroscedastic model to it where the conditional variance is not constant throughout the time trend. The aim of this study is to model and forecast the currency in circulation (CIC) in Malaysia...

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Bibliographic Details
Main Authors:	Abdul Razak, Nur Azreen, Khamis, Azme, Abdullah, Mohd Asrul Affendi, Sufahani, Suliadi Firdaus
Format:	Article
Language:	English
Published:	Publons 2018
Subjects:	TA177.4-185 Engineering economy
Online Access:	http://eprints.uthm.edu.my/5913/ http://eprints.uthm.edu.my/5913/1/AJ%202018%20%28651%29.pdf

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