Evaluation of Forecasts Performance of ARIMA-GARCH-type Models in the Light of Outliers
ABSTRACT The carry-over effect of biased estimates of ARIMA-GARCH-type models parameters on forecasting accuracy is investigated in the presence of ...
Tag: Forecast
Comparative Analysis of the Forecasting Ability of the GARCH-Type Models on the Returns Series of Nigeria Exchange
ABSTRACT The aim of the work was to explore GARCH-type models using three different distributions (Normal, Student-t and the Generalized ...
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World Scientific News (WSN) is an open-access fully peer-reviewed scholarly journal. The monthly – interdisciplinary journal is directed in the first place to scientists who want to publish their findings, insights, observations, conclusions, etc.
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