Browsing by Subject "heteroscedasticity"
Now showing items 1-1 of 1
-
An optimal generalized autoregressive conditional heteroscedasticity model for forecasting the South African inflation volatility
(International Foundation for Research & Development, 2015)In most cases, financial variables are explained by leptokurtic distribution and often fail the assumption of normal distribution. This paper sought to explore the robustness of GARCH–type models in forecasting inflation ...