Learn about the generalized autoregressive conditional heteroskedasticity (GARCH) model in R with data from the DJIA 30 stock time series (2018) /

This dataset is designed for teaching the generalized autoregressive conditional heteroskedasticity (GARCH) model for a univariate time series. The dataset is a subset of data derived from the 2018 DJIA 30 Stock Time Series dataset, and the example examines the time series of daily closing price of...

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Bibliographic Details

Main Author:	Shi, Feng, active 2019 (Author)
Format:	eBook
Language:	English
Published:	London : SAGE Publications Ltd., 2019.
Subjects:	GARCH model > Study and teaching. R (Computer program language) Time-series analysis. Modèle GARCH > Étude et enseignement. R (Langage de programmation) Série chronologique. Time-series analysis
Online Access:	Connect to the full text of this electronic book