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具有异常值的广义自回归条件异方差(GARCH)模型的波动率预测

IF 0.9 Q4 COMPUTER SCIENCE, INFORMATION SYSTEMS
Journal of Advances in Information Technology Pub Date : 2023-01-01 DOI:10.12720/jait.14.2.311-318
Shahid Akbar, T. Saba, Saeed Ali Omer Bahaj, Muhammad Inshal, Amjad Rehman Khan
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Forecasting Volatility in Generalized Autoregressive Conditional Heteroscedastic (GARCH) Model with Outliers
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来源期刊
Journal of Advances in Information Technology
Journal of Advances in Information Technology Computer Science-Information Systems
CiteScore
4.20
自引率
20.00%
发文量
46
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