ARIMA/GARCH (1,1) MODELLING AND FORECASTING FOR A …

performance of ARIMA, GARCH (1,1) and mixed ARIMA - GARCH (1,1) models using historical daily close price downloaded through the yahoo finance website from the NASDAQ stock exchange for GE company (USA) during the period of 2001 to 2014. This paper also presents a brief analysis technique ................
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