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Forecasting Short Term Interest Rates Using ARMA, ARMA-GARCH and ARMA-EGARCH Models · Study

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PreprintForecasting Short Term Interest Rates Using ARMA, ARMA-GARCH and ARMA-EGARCH Models

S. Radha2006

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Preprintgreen2006

Forecasting Short Term Interest Rates Using ARMA, ARMA-GARCH and ARMA-EGARCH Models

S. Radha · Muthuveerappan Thenmozhi

21 citations·0/0 files stored·SSRN Electronic Journal

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Financial Risk and Volatility Modeling Forecasting Techniques and Applications Stock Market Forecasting Methods

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References

1990Alternative models for conditional stock volatility 2002Time series forecasts of international travel demand for Australia 1989Alternative Models For Conditional Stock Volatility 1998Improving forecasting for telemarketing centers by ARIMA modeling with intervention 1995Forecasting tourist arrivals in Barbados 1987Monetary/asset models of exchange rate determination 2017Reserve Bank of India

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2010Impact of the Global Financial Crisis on the Volatility of the Malaysian Stock Market

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Year2006

Typepreprint

Published2006-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations21

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.2139/ssrn.876556

openalex_workW2268598456

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