Modeling Seasonal Fractionally Integrated Autoregressive Moving Average-Generalized Autoregressive Conditional Heteroscedasticity Model with Seasonal Level Shift Intervention

Journals Menu

Follow SCIRP

ISSN Print: 2161-718X
ISSN Online: 2161-7198
www.scirp.org/journal/ojs
E-mail: ojs@scirp.org

"Modeling Seasonal Fractionally Integrated Autoregressive Moving Average-Generalized Autoregressive Conditional Heteroscedasticity Model with Seasonal Level Shift Intervention"
written by Lawrence Dhliwayo, Florance Matarise, Charles Chimedza,
published by Open Journal of Statistics, Vol.10 No.5, 2020

has been cited by the following article(s):

[1]	Modelling Volatility and Level Shift in Fractionally Integrated Processes
	Novel Research Aspects in …, 2022

Follow SCIRP

Free SCIRP Newsletters

Add your e-mail address to receive free newsletters from SCIRP.

Top