Further critique of GARCH/ARMA/VAR/EVT Stochastic-Volatility models and related approaches
Work
Year: 2006
Type: article
Author Michael C. I. Nwogugu
Cites: 105
Cited by: 48
Related to: 10
FWCI: 1.633
Citation percentile (by year/subfield): 95.44
Subfield: Economics and Econometrics
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: closed