20 citations · 20 across the 1 of their papers we have counts for
Showing 2005 · physics.data-anShow all
2 papers · 2 filters
physics.data-an2005
Why does the Standard GARCH(1,1) model work well?
G. R. Jafari, A. Bahraminasab, P. Norouzzadeh
The AutoRegressive Conditional Heteroskedasticity (ARCH) and its generalized version (GARCH) family of models have grown to encompass a wide range of specifications, each of them i…
physics.data-an2005
A Multifractal Detrended Fluctuation Description of Iranian Rial-US Dollar Exchange Rate
P. Norouzzadeh
The miltifractal properties and scaling behaviour of the exchange rate variations of the Iranian rial against the US dollar from a daily perspective is numerically investigated. Fo…