Open AccessANN-Time Varying GARCH Model for Processes with Fixed and Random Periodicity
Author(s) -
Elias K. Karuiru,
John M. Kihoro,
Thomas Mageto,
Anthony Waititu
Publication year - 2021
Publication title -
open journal of statistics
Language(s) - English
Resource type - Journals
eISSN - 2161-7198
pISSN - 2161-718X
DOI - 10.4236/ojs.2021.115040
Subject(s) - autoregressive conditional heteroskedasticity , randomness , artificial neural network , econometrics , series (stratigraphy) , time series , computer science , parametric statistics , component (thermodynamics) , mathematics , artificial intelligence , machine learning , statistics , volatility (finance) , paleontology , physics , biology , thermodynamics