Tables index

From

Modelling Change Point in GARCH Models

Amon kiregu, Anthony Waititu, Antony Ngunyi

American Journal of Applied Mathematics and Statistics. 2019, 7(4), 138-145 doi:10.12691/ajams-7-4-3
  • Table 1. parameters of GARCH models at change points 500 and 1001
  • Table 2. True and estimated parameters of GARCH models at change points 500 and 1001
  • Table 3. Average AICs and BICs of GARCH models
  • Table 4. Model fit measures of AICs and BICs with average change points and without change points
  • Table 5. Average parameters of GARCH models at points 716,1863,2565,2729
  • Table 6: Average estimates of simulated PGARCH, TGARCH and GJR GARCH and average estimates from USD/KES data
  • Table 7. Forecasting measures with and without change points