Matches in SemOpenAlex for { <https://semopenalex.org/work/W3201616961> ?p ?o ?g. }
Showing items 1 to 73 of
73
with 100 items per page.
- W3201616961 endingPage "58" @default.
- W3201616961 startingPage "53" @default.
- W3201616961 abstract "This study is to discuss the techniques that will be employed by the researcher’s when conducting the study on modelling and predicting financial Time Series data. The hybridization between ARIMA Model and Fractionally Integrated Generalized Autoregressive Conditional Heteroscedastic (FIGARCH) processes. With will be used to develop the most appropriate model for forecasting financial Time Series data. However, same as the main weakness of the ARIMA cannot handle volatility clustering with the persister of long -memory. Unfortunately, FIGARCH can handle. Many studies have suggested that structural breaks should be combined into the long memory models to properly fit financial return volatility (Baillie and Morana, 2009; Belkhouja and Boutahary, 2011)." @default.
- W3201616961 created "2021-09-27" @default.
- W3201616961 creator A5044354530 @default.
- W3201616961 creator A5046548596 @default.
- W3201616961 creator A5047537481 @default.
- W3201616961 creator A5047557582 @default.
- W3201616961 creator A5066489821 @default.
- W3201616961 date "2020-01-01" @default.
- W3201616961 modified "2023-09-26" @default.
- W3201616961 title "A study of conditional volatility of hybrid Arima, and Figarch model" @default.
- W3201616961 hasPublicationYear "2020" @default.
- W3201616961 type Work @default.
- W3201616961 sameAs 3201616961 @default.
- W3201616961 citedByCount "0" @default.
- W3201616961 crossrefType "journal-article" @default.
- W3201616961 hasAuthorship W3201616961A5044354530 @default.
- W3201616961 hasAuthorship W3201616961A5046548596 @default.
- W3201616961 hasAuthorship W3201616961A5047537481 @default.
- W3201616961 hasAuthorship W3201616961A5047557582 @default.
- W3201616961 hasAuthorship W3201616961A5066489821 @default.
- W3201616961 hasConcept C101104100 @default.
- W3201616961 hasConcept C119857082 @default.
- W3201616961 hasConcept C149782125 @default.
- W3201616961 hasConcept C151406439 @default.
- W3201616961 hasConcept C162324750 @default.
- W3201616961 hasConcept C23922673 @default.
- W3201616961 hasConcept C24338571 @default.
- W3201616961 hasConcept C2776142675 @default.
- W3201616961 hasConcept C2986394398 @default.
- W3201616961 hasConcept C41008148 @default.
- W3201616961 hasConcept C91602232 @default.
- W3201616961 hasConceptScore W3201616961C101104100 @default.
- W3201616961 hasConceptScore W3201616961C119857082 @default.
- W3201616961 hasConceptScore W3201616961C149782125 @default.
- W3201616961 hasConceptScore W3201616961C151406439 @default.
- W3201616961 hasConceptScore W3201616961C162324750 @default.
- W3201616961 hasConceptScore W3201616961C23922673 @default.
- W3201616961 hasConceptScore W3201616961C24338571 @default.
- W3201616961 hasConceptScore W3201616961C2776142675 @default.
- W3201616961 hasConceptScore W3201616961C2986394398 @default.
- W3201616961 hasConceptScore W3201616961C41008148 @default.
- W3201616961 hasConceptScore W3201616961C91602232 @default.
- W3201616961 hasIssue "2" @default.
- W3201616961 hasLocation W32016169611 @default.
- W3201616961 hasOpenAccess W3201616961 @default.
- W3201616961 hasPrimaryLocation W32016169611 @default.
- W3201616961 hasRelatedWork W1568403289 @default.
- W3201616961 hasRelatedWork W1631400880 @default.
- W3201616961 hasRelatedWork W1975462867 @default.
- W3201616961 hasRelatedWork W2348059095 @default.
- W3201616961 hasRelatedWork W2350537820 @default.
- W3201616961 hasRelatedWork W2380851439 @default.
- W3201616961 hasRelatedWork W2734103737 @default.
- W3201616961 hasRelatedWork W2736245285 @default.
- W3201616961 hasRelatedWork W2736993405 @default.
- W3201616961 hasRelatedWork W2744592419 @default.
- W3201616961 hasRelatedWork W2887923330 @default.
- W3201616961 hasRelatedWork W2901050095 @default.
- W3201616961 hasRelatedWork W2907626188 @default.
- W3201616961 hasRelatedWork W2916527679 @default.
- W3201616961 hasRelatedWork W3122433595 @default.
- W3201616961 hasRelatedWork W3125856071 @default.
- W3201616961 hasRelatedWork W3198809580 @default.
- W3201616961 hasRelatedWork W3210797996 @default.
- W3201616961 hasRelatedWork W3212867959 @default.
- W3201616961 hasRelatedWork W2917527273 @default.
- W3201616961 hasVolume "1" @default.
- W3201616961 isParatext "false" @default.
- W3201616961 isRetracted "false" @default.
- W3201616961 magId "3201616961" @default.
- W3201616961 workType "article" @default.