Results 1 to 10 of about 751,593 (204)
Stationarity and Memory of ARCH Models [PDF]
, 2000 Sufficient conditions for strict stationarity of ARCH(8) are established, without imposing covariance stationarity and for any specification of the conditional second moment coefficients.
Paolo Zaffaroni
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Comparative Study of Lee Carter and Arch Model in Modelling Female Mortality in Nigeria
UMYU Scientifica Journal, 2022 Using Nigeria mortality data from 2009 to 2020, this study compares and contrasts how well the Lee-Carter and ARCH models performed. Singular value decomposition (SVD) method, Langrage multiplier test, and autoregressive conditional heteroskedasticity ...
Aliyu Umar Shelleng +3 more
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Symmetric and asymmetric volatility: Forecasting the Borsa Istanbul 100 index return volatility
Financial Internet Quarterly, 2023 The development of technology and the globalization of financial markets have increased the volatility in financial markets and caused the emergence of risks and uncertainties that have not been previously encountered.
Öner Selma, Öner Hakan
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Multivariate rotated ARCH models [PDF]
Journal of Econometrics, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Noureldin, Diaa +2 more
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ARCHModels.jl: Estimating ARCH Models in Julia
Journal of Statistical Software, 2023 This paper introduces ARCHModels.jl, a package for the Julia programming language that implements a number of univariate and multivariate autoregressive conditional heteroskedasticity models.
Simon A. Broda, Marc S. Paolella
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WHITTLE ESTIMATION OF ARCH MODELS [PDF]
Econometric Theory, 2001 Summary: For a class of parametric ARCH models, Whittle estimation based on squared observations is shown to be \(\sqrt n\)-consistent and asymptotically normal. Our conditions require the squares to have short memory autocorrelation, by comparison with the work of \textit{P. Zaffaroni} and \textit{B. d'Italia} [J. Econom. 115, 199--258 (2003; Zbl 1027.
Liudas Giraitis, Peter M. Robinson
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Journal of Indian Orthodontic Society, 2023 Introduction The aim of this study was to evaluate the validity of Ramanujan’s equation in measuring arch perimeter on untreated natural dentition models and their orthodontically corrected posttreatment models.
Kishan Antala +3 more
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Cogent Economics & Finance, 2021 This study compares the size and power of autoregressive conditional heteroskedasticity (ARCH) tests that are robust to the presence of a misspecified conditional mean.
Daiki Maki, Yasushi Ota
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A FUNCTIONAL VERSION OF THE ARCH MODEL [PDF]
Econometric Theory, 2012 Improvements in data acquisition and processing techniques have led to an almost continuous flow of information for financial data. High-resolution tick data are available and can be quite conveniently described by a continuous-time process. It is therefore natural to ask for possible extensions of financial time series models to a functional setup. In
Hörmann, Siegfried +2 more
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Finite Element Analysis of Orthodontic Relapse in Different Maxillary Arch Form
BIO Integration, 2021 Background: Orthodontic relapse is fairly common; however, the mechanisms between relapse and the dental arch form remain unclear. The purpose of our study was to establish three-dimensional (3D) finite element models of different dental arch forms after
Yuanyuan Li, MD +5 more
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