Combined Option to Improve the Parameter Estimation of IGARCH
碩士 === 國立中央大學 === 統計研究所 === 97 === In the financial time series data analysis, many models such as the ARIMA models, the GARCH model and Bollerslev (1986) who proposed IGARCH model, etc. are commonly used. In practice, there are a number of unknown parameters needed to be estimated. This article w...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/wk6kb5 |