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2 results for TGARCH.

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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: 3151Downloads: 2493
change point PGARCH TGARCH GJRGARCH volatility
Abstract Full Text PDF (611 KB) Full Text HTML Full Text ePUB (662 KB)
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Damascus Securities Exchange Weighted Index volatilities and Terrorist attacks in Syria
by Lamia Jamel and Abdelkader Derbali
International Journal of Business and Risk Management. 2019, 2(1), 9-15. DOI: 10.12691/ijbrm-2-1-2
Pub. Date: October 03, 2019Views: 995Downloads: 762
DSE volatilities terrorist attacks GARCH EGARCH TGARCH
Abstract Full Text PDF (214 KB) Full Text HTML Full Text ePUB (329 KB)
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