Ferdous Mohammadi Basatini | DeepAI

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Saeid Rezakhah
5 publications

research

∙ 03/19/2018

On Time-Varying Amplitude HGARCH Mode

The HGARCH model allows long-memory impact in volatilities. A new HGARCH...

0 Ferdous Mohammadi Basatini, et al. ∙

research

∙ 03/02/2018

Markov Switch Smooth Transition HYGARCH Model: Stability and Estimation

HYGARCH model is basically used to model long-range dependence in volati...

0 Ferdous Mohammadi Basatini, et al. ∙