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: Heteroscedasticity
Last Articles
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.
READ MORE