Garch models for daily short message service (SMS) system traffic
This paper empirically investigate models, methods, and their multiform modifications to quantify volatility using the information content of global system for mobile communications-short message service (GSM-SMS) daily traffic. A family of GARCH models, that includes the classic ARCH, Symmetric GA...
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| Format: | Thesis |
| Idioma: | English |
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2004.
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