The Seasonal Affective Disorder Cycle on the Vietnam’s Stock Market
Studies in Computational Intelligence - Trang 873-885 - 2019
Tóm tắt
In this study, the authors used the TGARCH(1,1) model according to three different distribution patterns: normal distribution (Gaussian distribution), Student-t distribution, and generalized error distribution (GED) to analyze the effect of Seasonal Affective...