Nur Azreen Abdul Razak

Forecasting Currency in Circulation in Malaysia Using ARCH and GARCH Models

Nur Azreen Abdul Razak, Azme Khamis, Mohd Asrul Affendi Abdullah & Suliadi Firdaus Sufahani · Current Journal of Applied Science and Technology · 2018

The monthly economic time series commonly contains the volatility periods and it is suitable to apply the Heteroscedastic model to it where the conditional variance is not constant throughout the time trend. The aim of this study is to model and forecast the currency in circulati...