SPECIFICATION OF GARCH MODEL UNDER ASYMMETRIC ERROR INNOVATIONS

Last updated 20th Aug 2017
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CURATOR

A pinboard by OYEBIMPE ADENIJI

RESEARCH STUDENT, UNIVERSITY OF IBADAN

PINBOARD SUMMARY

To inform economist and financial analyst in choice of model in making decision in risk portfolio.

GARCH models have been developed to account for empirical regularities in financial data. Many financial time series have a number of characteristics in common; asset prices are generally non stati...