Journals A-Z
All Subjects
Free Journals
sciepub.com

1 results for change point.

Parameters for your search query:
Keyword    change point

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: 11167Downloads: 11304
change point PGARCH TGARCH GJRGARCH volatility
Abstract Full Text PDF Full Text HTML Full Text ePUB
Results: sort by Relevance

Filter by

Date

Published between:

and

Subjects

Journals

Article Types