scientific article

zbMATH Open1296.91289MaRDI QIDQ3191104

Amr I. A. Elatraby, Ahmed Fathy Abdelaal Elwaqdy

Publication date: 24 September 2014

Full work available at URL: http://www.pphmj.com/abstract/8126.htm

Title of this publication is not available (Why is that?)

zbMATH Keywords

ARCHGARCHvolatilityEGARCHIGARCHTGARCHAPARCHCGARCHCTGARCHEgyptian marketPGARCHTARCH

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70) Applications of statistics to biology and medical sciences; meta analysis (62P10) Economic time series analysis (91B84) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Uses Software

• Rugarch

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