AlـGounmeein, Remal Shaher; Ismail, Mohd Tahir - In: Statistics in Transition New Series 22 (2021) 1, pp. 29-54
The Standard Generalised Autoregressive Conditionally Heteroskedastic (sGARCH) model and the Functional Generalised Autoregressive Conditionally Heteroskedastic (fGARCH) model were applied to study the volatility of the Autoregressive Fractionally Integrated Moving Average (ARFIMA) model, which...