Open AccessAnalysis of Models (NAGARCH & APGARCH) by Using Simulations
Author(s) -
Heba Dhaher Alwan,
Suhail Najm Abdulla
Publication year - 2022
Publication title -
mağallaẗ al-ʿulūm al-iqtiṣādiyyaẗ wa-al-idāriyyaẗ
Language(s) - English
Resource type - Journals
eISSN - 2518-5764
pISSN - 2227-703X
DOI - 10.33095/jeas.v28i132.2272
Subject(s) - heteroscedasticity , autocorrelation , autoregressive conditional heteroskedasticity , series (stratigraphy) , statistics , sample size determination , mathematics , sample (material) , gaussian , econometrics , computer science , volatility (finance) , paleontology , chemistry , physics , chromatography , quantum mechanics , biology