Comparing the Accuracy of Density Forecasts from Competing GARCH Models

Simple item page
dc.creatorAbu Hassan Shaari Mohd Nor
dc.creatorAhmad Shamiri
dc.creatorZaidi Isa
dc.date2023-11-06T08:45:07Z
dc.date2023-11-06T08:45:07Z
dc.date2009
dc.date.accessioned2024-10-21T02:30:39Z
dc.date.available2024-10-21T02:30:39Z
dc.identifier0126-6039
dc.identifierukmvital:11967
dc.identifierhttps://ptsldigital.ukm.my//jspui/handle/123456789/586817
dc.identifierSiri Q1.S23
dc.identifier.urihttps://repoemc.ukm.my/handle/123456789/15553
dc.languageen
dc.publisherPenerbit UKM
dc.relationSains Malaysiana
dc.relationhttp://journalarticle.ukm.my,http://www.ukm.my/jsm/
dc.subjectconditional distribution
dc.subjectDensity
dc.subjectforecast accuracy
dc.subjectGARCH
dc.subjectKullback-Leibler information criteria
dc.titleComparing the Accuracy of Density Forecasts from Competing GARCH Models
dc.typeJournal Article

Files

Collections

PTSL UKM Journal Article