Al-Momani, Marwan; Dawod, Abdaljbbar B. A. - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-17
The Autoregressive Conditionally Heteroscedastic (ARCH) model is useful for handling volatilities in economical time series phenomena that ARIMA models are unable to handle. The ARCH model has been adopted in many applications that contain time series data such as financial market prices,...
