Article · Journal · 2014

Estimates and Forecasts of GARCH Model under Misspecified Probability Distributions: A Monte Carlo Simulation Approach

Journal of Modern Applied Statistical Methods

Citations: 8from other works
Field-weighted impact: 0.001.00 is the world average for its field and year
Among its field: 37th percentileby citations, against works of its field and year
Authors: 3from 2 institutions

Authors

3 authors across 2 institutions in 1 country

OlaOluwa Simon YayaFirst author
- University of Ibadan (NG)
as printed: OlaOluwa S Yaya
Olusanya Elisa Olubusoye
- University of Ibadan (NG)
as printed: Olusanya E Olubusoye
O. O. OjoSenior author
- Federal University of Technology (NG)
as printed: Oluwadare O Ojo