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Browsing by Subject "GARCH models, Generalised beta skewed–t distribution, Generalised length biased Scaleddistribution, Root mean square error."

Browsing by Subject "GARCH models, Generalised beta skewed–t distribution, Generalised length biased Scaleddistribution, Root mean square error."

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  • DEVELOPMENT OF VOLATILITY MODELS WITH ASYMMETRIC ERROR INNOVATIONS 
    ADENIJI, Oyebimpe Emmanuel (2019-04)
    Generalised Autoregressive Conditional Heteroskedasticity (GARCH) models have been used to model non-constant variances in financial time series models. Previous works have assumed error innovations of GARCH models of ...