Results 31 to 38 of about 47 (38)

Markov Switching Artificial Neural Networks for Modelling and Forecasting Volatility: An Application to Gold Market

Procedia Economics and Finance, 2016
Melike BİLDİRİCİ, Özgur Ömer Ersin   +1 more
exaly  

Forecasting volatility in oil prices with a class of nonlinear volatility models: smooth transition RBF and MLP neural networks augmented GARCH approach

Petroleum Science, 2015
Melike BİLDİRİCİ, Özgur Ömer Ersin, BİLDİRİCİ Melike   +2 more
exaly  

Volatility of main metals forecasted by a hybrid ANN-GARCH model with regressors

Expert Systems With Applications, 2017
Werner Kristjanpoller
exaly  

Long memory revisit in Chinese stock markets: Based on GARCH-class models and multiscale analysis

Economic Modelling, 2013
exaly  

Volatility Forecasts Jakarta Composite Index (JCI) and Index Stock Volatility Sector with Estimated Time Series

Indonesian Capital Market Review, 2020
exaly  

Stock market dynamics in a regime-switching asymmetric power GARCH model

International Review of Financial Analysis, 2006
exaly  

A Measuring Approach of Portfolio's VaR Based on APGARCH-EWMA Model

2010
exaly  

A Forecast Comparison of GARCH Models and Implied Volatility

Asian Journal of Research in Banking and Finance, 2017
exaly