ar X iv : p hy si cs / 0 50 30 27 v 2 8 Fe b 20 07 Why does the Standard GARCH ( 1 , 1 ) model work well ?
نویسنده
چکیده
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, Italy Department of Physics, University of Antwerp, Groenenborgerlaan 171, B-2020 Antwerpen, Belgium
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