On the computational estimation of high order GARCH model

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Bibliographic Details
Date:2021
Main Authors: A. Settar, N. I. Fatmi, M. Badaoui
Format: Article
Language:English
Published: 2021
Series:Mathematical Modeling and Computing
Online Access:http://jnas.nbuv.gov.ua/article/UJRN-0001300213
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Journal Title:Library portal of National Academy of Sciences of Ukraine | LibNAS

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Library portal of National Academy of Sciences of Ukraine | LibNAS
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author A. Settar
N. I. Fatmi
M. Badaoui
author_facet A. Settar
N. I. Fatmi
M. Badaoui
author_sort A. Settar
collection Open-Science
first_indexed 2025-07-17T11:40:06Z
format Article
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institution Library portal of National Academy of Sciences of Ukraine | LibNAS
language English
last_indexed 2025-07-17T11:40:06Z
publishDate 2021
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series Mathematical Modeling and Computing
spelling open-sciencenbuvgovua-81482024-02-25T16:09:16Z On the computational estimation of high order GARCH model A. Settar N. I. Fatmi M. Badaoui 2312-9794 2021 en Mathematical Modeling and Computing http://jnas.nbuv.gov.ua/article/UJRN-0001300213 Article
spellingShingle Mathematical Modeling and Computing
A. Settar
N. I. Fatmi
M. Badaoui
On the computational estimation of high order GARCH model
title On the computational estimation of high order GARCH model
title_full On the computational estimation of high order GARCH model
title_fullStr On the computational estimation of high order GARCH model
title_full_unstemmed On the computational estimation of high order GARCH model
title_short On the computational estimation of high order GARCH model
title_sort on the computational estimation of high order garch model
url http://jnas.nbuv.gov.ua/article/UJRN-0001300213
work_keys_str_mv AT asettar onthecomputationalestimationofhighordergarchmodel
AT nifatmi onthecomputationalestimationofhighordergarchmodel
AT mbadaoui onthecomputationalestimationofhighordergarchmodel