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Comparative Analysis of Bilinear Time Series Models with Time-Varying and Symmetric GARCH Coefficients: Estimation and Simulation.
Ma'mon Abu Hammad
Rami Alkhateeb
Nabil Laiche
Adel Ouannas
Shameseddin Alshorm
Published in:
Symmetry (2024)
Keyphrases
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comparative analysis
semi quantitative
monte carlo simulation
simulation models
probabilistic model
statistical models
experimental data
autoregressive
analytical model
learning algorithm
complex systems
statistical model
computational models
garch model
agent based simulations