AlـGounmeein, Remal Shaher; Mohd Tahir Ismail - In: Statistics in transition : an international journal of … 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...