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On the Performance of Garch Family Models in the Presence of Additive Outliers

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Academic year: 2020

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Figure

Table 1: The RMSE and MAE values from the fGARCH family model at different levels of outlier of 0.000005, 0.00006 at different time series lengths
Table 3: The RMSE and MAE values from the fGARCH family model at different levels of outlier  of 10, 50 at different time series lengths
Table 5: The RMSE and MAE values from the fGARCH family model at different levels of outlier  of 100, 500 at different time series lengths
Table 7: The Performances of the fGARCH family models at different levels of outliers and at different time series lengths using RMSE

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