Why ARMAX-GARCH linear models successfully describe complex nonlinear phenomena: A possible explanation
© Springer International Publishing Switzerland 2015. Economic and financial processes are complex and highly nonlinear. However, somewhat surprisingly, linear models like ARMAXGARCH often describe these processes reasonably well. In this paper, we provide a possible explanation for the empirical su...
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| التنسيق: | Book Series |
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2018
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| الوصول للمادة أونلاين: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84951833870&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/44781 |
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th-cmuir.6653943832-447812018-04-25T07:56:25Z Why ARMAX-GARCH linear models successfully describe complex nonlinear phenomena: A possible explanation Hung T. Nguyen Vladik Kreinovich Olga Kosheleva Songsak Sriboonchitta Agricultural and Biological Sciences © Springer International Publishing Switzerland 2015. Economic and financial processes are complex and highly nonlinear. However, somewhat surprisingly, linear models like ARMAXGARCH often describe these processes reasonably well. In this paper, we provide a possible explanation for the empirical success of these models. 2018-01-24T04:47:55Z 2018-01-24T04:47:55Z 2015-01-01 Book Series 16113349 03029743 2-s2.0-84951833870 10.1007/978-3-319-25135-6_14 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84951833870&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/44781 |
| institution |
Chiang Mai University |
| building |
Chiang Mai University Library |
| country |
Thailand |
| collection |
CMU Intellectual Repository |
| topic |
Agricultural and Biological Sciences |
| spellingShingle |
Agricultural and Biological Sciences Hung T. Nguyen Vladik Kreinovich Olga Kosheleva Songsak Sriboonchitta Why ARMAX-GARCH linear models successfully describe complex nonlinear phenomena: A possible explanation |
| description |
© Springer International Publishing Switzerland 2015. Economic and financial processes are complex and highly nonlinear. However, somewhat surprisingly, linear models like ARMAXGARCH often describe these processes reasonably well. In this paper, we provide a possible explanation for the empirical success of these models. |
| format |
Book Series |
| author |
Hung T. Nguyen Vladik Kreinovich Olga Kosheleva Songsak Sriboonchitta |
| author_facet |
Hung T. Nguyen Vladik Kreinovich Olga Kosheleva Songsak Sriboonchitta |
| author_sort |
Hung T. Nguyen |
| title |
Why ARMAX-GARCH linear models successfully describe complex nonlinear phenomena: A possible explanation |
| title_short |
Why ARMAX-GARCH linear models successfully describe complex nonlinear phenomena: A possible explanation |
| title_full |
Why ARMAX-GARCH linear models successfully describe complex nonlinear phenomena: A possible explanation |
| title_fullStr |
Why ARMAX-GARCH linear models successfully describe complex nonlinear phenomena: A possible explanation |
| title_full_unstemmed |
Why ARMAX-GARCH linear models successfully describe complex nonlinear phenomena: A possible explanation |
| title_sort |
why armax-garch linear models successfully describe complex nonlinear phenomena: a possible explanation |
| publishDate |
2018 |
| url |
https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84951833870&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/44781 |
| _version_ |
1681422623037194240 |