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pro vyhledávání: '"Amiratul L. Mohamad Hanapi"'
Autor:
Amiratul L. Mohamad Hanapi, Mahmod Othman, Rajalingam Sokkalingam, Nazirah Ramli, Abdullah Husin, Pandian Vasant
Publikováno v:
Applied Sciences, Vol 10, Iss 6, p 1949 (2020)
Generalized autoregressive conditional heteroskedasticity (GARCH) is one of the most popular models for time-series forecasting. The GARCH model uses a maximum likelihood method for parameter estimation. For the likelihood method to work, there shoul
Externí odkaz:
https://doaj.org/article/88cfe0b70cb1440c95ce77b076d3980c
