Why ARMAX-GARCH linear models successfully describe complex nonlinear phenomena: A possible explanation

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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Main Authors:	Hung T. Nguyen, Vladik Kreinovich, Olga Kosheleva, Songsak Sriboonchitta
格式:	Book Series
出版:	2018
主題:	Agricultural and Biological Sciences
在線閱讀:	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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