Open AccessVolatility Forecasting - A Performance Measure of Garch Techniques with Different Distribution Models
Author(s) -
Hemanth Kumar P,
Basavaraj Patil S
Publication year - 2016
Language(s) - English
Resource type - Journals
ISSN - 2201-4160
DOI - 10.14810/ijscmc.2016.5301
Subject(s) - autoregressive conditional heteroskedasticity , volatility (finance) , econometrics , measure (data warehouse) , economics , computer science , data mining