Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Bintoro Ady Pamungkas"'
Publikováno v:
ComTech, Vol 11, Iss 2, Pp 97-104 (2020)
The research had two objectives. First, it compared the performance of the Generalized Autoregressive Conditional Heteroscedasticity (1,1) (GARCH) and Quadratic GARCH (1,1) (QGARCH)) models based on the fitting to real data sets. The model assumed th
Externí odkaz:
https://doaj.org/article/627264e14627475ca9f5414abff3c07a
Publikováno v:
ComTech, Vol 11, Iss 2, Pp 97-104 (2020)
The research had two objectives. First, it compared the performance of the Generalized Autoregressive Conditional Heteroscedasticity (1,1) (GARCH) and Quadratic GARCH (1,1) (QGARCH)) models based on the fitting to real data sets. The model assumed th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0bbe8ac6cf0c9396fc71c8e935a032a1
https://doi.org/10.21512/comtech.v11i2.6391
https://doi.org/10.21512/comtech.v11i2.6391