Enhanced variance targeting estimator for parameter estimation in GARCH model / Muhammad Asmu'i Abdul Rahim
The aims of this study is to investigate two issues that affect the estimator's performance which are a well specified conditional variance and the existence of the finite fourth order moment to retain the estimator's performance. This study focuses on variance targeting estimator (VTE) as...
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| Format: | Thesis |
| Language: | English |
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2017
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| Online Access: | http://ir.uitm.edu.my/id/eprint/18847/ http://ir.uitm.edu.my/id/eprint/18847/1/TM_MUHAMMAD%20ASMU%27I%20ABDUL%20RAHIM%20CS%2017_5.pdf |