Modeling daily return volatility through GJR(1,1) model and realized volatility measure

MaRDI QIDQ6594122

Didit Budi Nugroho, Asido Saragih, Handoko Wibowo

Publication date: 28 August 2024

Published in: Thailand Statistician (Search for Journal in Brave)

zbMATH Keywords

student-\(t\) distributionGJR modelARWMExcel's Solver's GRG Non-Linearrealized kernel

Mathematics Subject Classification ID

Statistics (62-XX)

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