Artigo · Revista · 2023

A comparative study of error distributions in the GARCH model through a Monte Carlo simulation approach

Samuel Innocent Kofi Ampadu, Eric Teye Mensah, Eric N. Aidoo, Alexander Boateng, Daniel Maposa

Scientific African

• Acesso aberto · Dourado
• Internacional · 3 países

Lê-lo10.1016/j.sciaf.2023.e01988