Time-series data analysis using EViews
نویسندگان
چکیده
منابع مشابه
Analysis of Financial Time Series with EViews
4 GARCH Models 7 4.1 Basic GARCH Specifications . . . . . . . . . . . . . . . . . . . 8 4.2 Diagnostic Checking . . . . . . . . . . . . . . . . . . . . . . . 11 4.3 Regressors in the Variance Equation . . . . . . . . . . . . . . . 12 4.4 The GARCH–M Model . . . . . . . . . . . . . . . . . . . . . . 12 4.5 The Threshold GARCH (TARCH) Model . . . . . . . . . . . . 12 4.6 The Exponential GARCH (EG...
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ژورنال
عنوان ژورنال: Journal of Applied Statistics
سال: 2011
ISSN: 0266-4763,1360-0532
DOI: 10.1080/02664760903466813