Forecasting Volatility in Generalized Autoregressive Conditional Heteroscedastic (GARCH) Model with Outliers
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Published:2023
Issue:2
Volume:14
Page:311-318
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ISSN:1798-2340
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Container-title:Journal of Advances in Information Technology
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language:
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Short-container-title:JAIT
Author:
Akbar Shahid,Saba Tanzila,Bahaj Saeed Ali,Inshal Muhammad,Khan Amjad Rehman
Publisher
Engineering and Technology Publishing
Subject
Artificial Intelligence,Computer Networks and Communications,Computer Science Applications,Information Systems,Software