Results 71 to 80 of about 318 (87)

Asymmetric Stochastic Volatility Model

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

Improving forecasts of GARCH family models with the artificial neural networks: An application to the daily returns in Istanbul Stock Exchange

Expert Systems With Applications, 2009
Melike E Bildirici, Özgür Ömer Ersin
exaly  

On Valuing Participating Life Insurance Contracts with Conditional Heteroscedasticity

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

The hedging effect of green bonds on carbon market risk

International Review of Financial Analysis, 2020
Jiayu Jin, Lei Wu
exaly  

نمذجة تقلبات العوائد اليومية لمؤشر CAC 40 بتطبيق نموذج APGARCH

, 2018
بلغيث بشير, صواليلي صدرالدين   +1 more
openalex  

A power GARCH examination of the gold market

Research in International Business and Finance, 2007
Brian M Lucey
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
Melike E Bildirici, Özgür Ömer Ersin
exaly  

APGARCH Modeling of CDS Returns

2015
URAL, MERT, DEMİRELİ, ERHAN
openaire   +1 more source

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 E Bildirici, Özgür Ömer Ersin
exaly