Heteroscedasticity and Precise Estimation Model Approach for Complex Financial Time-Series Data: An Example of Taiwan Stock Index Futures before and during COVID-19
In this paper, we provide a mathematical and statistical methodology using heteroscedastic estimation to achieve the aim of building a more precise mathematical model for complex financial data. Considering a general regression model with explanatory variables (the expected value model form) and the...
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| Auteurs principaux: | , , , |
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| Format: | article |
| Langue: | EN |
| Publié: |
MDPI AG
2021
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| Sujets: | |
| Accès en ligne: | https://doaj.org/article/da0304ba18b64892b0ac29d7e4bc92f8 |
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