WHY DOES THE STANDARD GARCH(1, 1) MODEL WORK WELL?
نویسندگان
چکیده
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G. R. Jafari,1, 2, ∗ A. Bahraminasab,3, 4, † and P. Norouzzadeh5, ‡ Department of Physics, Shahid Beheshti University, Evin, Tehran 19839, Iran Department of Nano-Science, IPM, P. O. Box 19395-5531, Tehran, Iran Department of Physics, Lancaster University, Lancaster LA1 4YB, United Kingdom The Abdus Salam International Center for Theoretical Physics (ICTP) Strada Costiera 11, I-34100 Trieste, I...
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ژورنال
عنوان ژورنال: International Journal of Modern Physics C
سال: 2007
ISSN: 0129-1831,1793-6586
DOI: 10.1142/s0129183107011261