On the computational estimation of high order GARCH model
Збережено в:
| Дата: | 2021 |
|---|---|
| Автори: | , , |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
2021
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| Назва видання: | Mathematical Modeling and Computing |
| Онлайн доступ: | http://jnas.nbuv.gov.ua/article/UJRN-0001300213 |
| Теги: |
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| Назва журналу: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
Репозитарії
Library portal of National Academy of Sciences of Ukraine | LibNAS| id |
open-sciencenbuvgovua-8148 |
|---|---|
| record_format |
dspace |
| 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 |
| institution |
Library portal of National Academy of Sciences of Ukraine | LibNAS |
| collection |
Open-Science |
| language |
English |
| series |
Mathematical Modeling and Computing |
| spellingShingle |
Mathematical Modeling and Computing A. Settar N. I. Fatmi M. Badaoui On the computational estimation of high order GARCH model |
| format |
Article |
| author |
A. Settar N. I. Fatmi M. Badaoui |
| author_facet |
A. Settar N. I. Fatmi M. Badaoui |
| author_sort |
A. Settar |
| title |
On the computational estimation of high order GARCH model |
| title_short |
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_sort |
on the computational estimation of high order garch model |
| publishDate |
2021 |
| url |
http://jnas.nbuv.gov.ua/article/UJRN-0001300213 |
| work_keys_str_mv |
AT asettar onthecomputationalestimationofhighordergarchmodel AT nifatmi onthecomputationalestimationofhighordergarchmodel AT mbadaoui onthecomputationalestimationofhighordergarchmodel |
| first_indexed |
2025-07-17T11:40:06Z |
| last_indexed |
2025-07-17T11:40:06Z |
| _version_ |
1850411592527642624 |