Results 61 to 70 of about 121 (73)

Asymmetric Stochastic Volatility Model

SpringerBriefs in Statistics, 2023
Toshiaki Watanabe, Yasuhiro Omori, Makoto Takahashi   +2 more
exaly  

On Valuing Participating Life Insurance Contracts with Conditional Heteroscedasticity

Asia-Pacific Financial Markets, 2008
Tak Kuen Siu, John W Lau, Hailiang Yang
exaly  

A power GARCH examination of the gold market

Research in International Business and Finance, 2007
Brian M. Lucey
exaly  

An analysis of the flexibility of Asymmetric Power GARCH models

Computational Statistics and Data Analysis, 2006
Thierry Ane
exaly  

The hedging effect of green bonds on carbon market risk

International Review of Financial Analysis, 2020
Hongchao Zeng
exaly  

The role of news in the fluctuations of housing price

Investment Management and Financial Innovations, 2018
Marziyeh Esfandiari
exaly  

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

Procedia Economics and Finance, 2016
Özgür Ersin, Melike Bildirici
exaly  

Functional central limit theorems for augmented GARCH() and FIGARCH processes

Journal of the Korean Statistical Society, 2014
O Lee
exaly  

The Volatility Of Financial Returns In Istanbul Stock Exchange (ISE) National 100 Index, Asymmetric Power Garch (Apgarch) Test

2007
BİLDİRİCİ, Melike Elif, Oktay, Sadiye   +1 more
openaire   +1 more source

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

Expert Systems With Applications, 2017
Werner Kristjanpoller
exaly