activity
20042008
most citedUncertainty in the Fluctuations of the Price of Stocks

20 citations · 20 across the 4 of their papers we have counts for

collaborators
Showing 2005 · physics.data-anShow all

1 paper · 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…