| 1 |
There still exists a multitude of areas for further research using the MC-GARCH models. Other distributional assumptions for the innovation process such as the skewed GED, Normal Inverse Gaussian (NIG) can be implemented. Moreover, the performance of the |
2019-01-26 08:34:32 |
[email protected]
|
196.20.159.181 |
+ 876 word(s)
|
4,100 bytes
|
2019-01-26 08:53:34 |
Compare with the current
|
View detail
|
