Oyewale, Akintunde Mutairu; Kehinde, Shangodoyin Dahud; … - In: Journal of statistical and econometric methods 2 (2013) 2, pp. 11-19
autoregressive GARCH (EAR-GARCH), Exponential smooth transition autoregressive GARCH (ESTAR- GARCH) model and Logistic smooth …, LSTAR-GARCH performed best and closely followed by ESTAR-GARCH, this is followed by EAR-GARCH. The implication is that the …