Please use this identifier to cite or link to this item: https://ptsldigital.ukm.my/jspui/handle/123456789/586817
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dc.contributor.authorAbu Hassan Shaari Mohd Nor-
dc.contributor.authorAhmad Shamiri-
dc.contributor.authorZaidi Isa-
dc.date.accessioned2023-11-06T08:45:07Z-
dc.date.available2023-11-06T08:45:07Z-
dc.date.issued2009-
dc.identifier.issn0126-6039-
dc.identifier.otherukmvital:11967-
dc.identifier.urihttps://ptsldigital.ukm.my//jspui/handle/123456789/586817-
dc.language.isoen-
dc.publisherPenerbit UKM-
dc.relation.haspartSains Malaysiana-
dc.relation.urihttp://journalarticle.ukm.my,http://www.ukm.my/jsm/-
dc.subjectconditional distribution-
dc.subjectDensity-
dc.subjectforecast accuracy-
dc.subjectGARCH-
dc.subjectKullback-Leibler information criteria-
dc.titleComparing the Accuracy of Density Forecasts from Competing GARCH Models-
dc.typeJournal Article-
dc.identifier.callnoSiri Q1.S23-
Appears in Collections:UKM Journal Article / Artikel Jurnal UKM

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