Comparative Performance of ARIMA and ARCH/GARCH Models on Time Series of Daily Equity Prices for Large Companies

Event Location / Date(s)

Oklahoma City, OK / 2006

Event Name / Location

Southwest Decision Science Institute Conference

Presentation Date

2006

Document Type

Conference Proceeding

Presenter(s) / Author(s)

Yuliya V. Yurova, Nova Southeastern UniversityFollow
J. Sparks

NSUWorks Citation

Yurova, Yuliya V. and Sparks, J., "Comparative Performance of ARIMA and ARCH/GARCH Models on Time Series of Daily Equity Prices for Large Companies" (2006). HCBE Faculty Presentations. 982.
https://nsuworks.nova.edu/hcbe_facpres/982