Building a Sustainable GARCH Model to Forecast Rubber Price: Modified Huber Weighting Function Approach
The unstable and uncertain nature of natural rubber prices makes them highly volatile and prone to outliers, which can have a significant impact on both modeling and forecasting. To tackle this issue, the author recommends a hybrid model that combines the autoregressive (AR) and Generalized Autoreg...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Baghdad, College of Science for Women
2024-02-01
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| Series: | مجلة بغداد للعلوم |
| Subjects: | |
| Online Access: | https://bsj.uobaghdad.edu.iq/index.php/BSJ/article/view/7489 |
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