Journals A-Z
All Subjects
Free Journals
sciepub.com

1 results for PGARCH.

Parameters for your search query:
Keyword    PGARCH

Open AccessArticle
Export: RIS | BibTeX | EndNote
Modelling Change Point in GARCH Models
by Amon kiregu, Anthony Waititu and Antony Ngunyi
American Journal of Applied Mathematics and Statistics. 2019, 7(4), 138-145. DOI: 10.12691/ajams-7-4-3
Pub. Date: June 24, 2019Views: 3560Downloads: 2813
change point PGARCH TGARCH GJRGARCH volatility
Abstract Full Text PDF (611 KB) Full Text HTML Full Text ePUB (662 KB)
Results: sort by Relevance

Filter by

Date

Published between:

and

Subjects

Journals

Article Types