Suggested statistical model for describing the fluctuations in the conditional variation with application on the general index of the Egyptian capital market / (Record no. 140040)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02974cas a2200325 a 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 150809c20149999nbuar s s0 a0eng |
| 022 ## - INTERNATIONAL STANDARD SERIAL NUMBER | |
| International Standard Serial Number | 09723617 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | EG-GiCUC |
| Language of cataloging | eng |
| Transcribing agency | EG-GiCUC |
| 082 0# - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.12096205 |
| 092 04 - LOCALLY ASSIGNED DEWEY CALL NUMBER (OCLC) | |
| Classification number | 332.12096205 |
| Item number | S9475 |
| Edition number | 21 |
| 099 ## - LOCAL FREE-TEXT CALL NUMBER (OCLC) | |
| Classification number | 04 |
| -- | 332.12096205 S9475 |
| 240 00 - UNIFORM TITLE | |
| Uniform title | Advances and Applications in Statistics. |
| 245 00 - TITLE STATEMENT | |
| Title | Suggested statistical model for describing the fluctuations in the conditional variation with application on the general index of the Egyptian capital market / |
| Statement of responsibility, etc. | Amr Ibrahim Abdelrahman Elatraby, Ahmed Fathy Abdelaal Elwaqdy. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Allahabad, India : |
| Name of publisher, distributor, etc. | Pushpa Publishing House Vijaya Niwas, |
| Date of publication, distribution, etc. | 2014. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | volumes ; |
| Dimensions | 21 cm. |
| 310 ## - CURRENT PUBLICATION FREQUENCY | |
| Current publication frequency | irregular. |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Source | rda content |
| 337 ## - MEDIA TYPE | |
| Media type term | Unmediated |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | volume |
| Source | rdacarrier |
| 500 ## - GENERAL NOTE | |
| General note | ABSTRACT This study evaluates the performance of a group of ARCH and GARCH forecasting volatility models. The study also compares the performance of these models and tries to determine the best model according to some criteria. The study investigates the performance of ten models to predict the volatility. They are: ARCH, GARCH and IGARCH representing symmetric models and TARCH, APARCH, TGARCH, PGARCH, EGARCH, CGARCH and CTGARCH representing asymmetric models, with three distributions (Normal, Student{u2019}s t and Generalized Error Distribution). The conditional variance was entered and also the square root of the conditional variance as explanatory variable in the conditional mean equation for each of them. Noting that we dealt the models CGARCH and CTGARCH with only first order for the two parameters: AR(p) and MA(q). This study was performed on all indices separately because these indices differ in terms of properties and range of the data used in the study. The study suggesed the models providing accurate descriptions and forecasts. Suggested statistical model for describing the fluctuations in the conditional variation with application on the general index of the Egyptian capital market - ResearchGate. Available from: http://www.researchgate.net/publication/267141869_Suggested_statistical_model_for_describing_the_fluctuations_in_the_conditional_variation_with_application_on_the_general_index_of_the_Egyptian_capital_market [accessed Aug 9, 2015]. |
| 500 ## - GENERAL NOTE | |
| General note | Advances and Applications in Statistics. Aims and Scope : ... which publishes original research papers and survey articles in all aspects of (Theoretical and Applied) Statistics. ... Vijaya Niwas, 198, Mumfordganj. Allahabad 211 002, INDIA . kkazad@pphmj.com. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Capital market |
| Geographic subdivision | Egypt |
| Form subdivision | Statistics |
| -- | Periodicals. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Saving and investment |
| Geographic subdivision | Egypt |
| Form subdivision | Statistics |
| -- | Periodicals. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Statistics |
| Form subdivision | Periodicals. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Stock exchanges |
| Geographic subdivision | Egypt |
| Form subdivision | Statistics |
| -- | Periodicals. |
| 760 0# - MAIN SERIES ENTRY | |
| Title | Advances and Applications in Statistics. |
| 905 ## - LOCAL DATA ELEMENT E, LDE (RLIN) | |
| Cataloger | Jamal |
| Reviser | Cat. |
| 905 ## - LOCAL DATA ELEMENT E, LDE (RLIN) | |
| Reviser | Rev. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Continuing Resources |
| Suppress in OPAC | No |
| Source of classification or shelving scheme | Not for loan | Home library | Current library | Date acquired | Full call number | Date last seen | Koha item type |
|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | المكتبة المركزبة الجديدة - جامعة القاهرة | قاعة الصحف والدوريات - الدور الثالث | 11.02.2024 | 332.12096205 S9475 | 23.09.2023 | Continuing Resources |