Results 111 to 120 of about 1,495 (237)

Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review [PDF]

, 2004
Stavros Degiannakis, Evdokia Xekalaki
openalex  

Cross-market volatility spillovers between China and the United States: A DCC-EGARCH-t-Copula framework with out-of-sample forecasting. [PDF]

PLoS One
Zeng J, Wu J.
europepmc   +1 more source

MARKOV SWITCHING GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY (MSGARCH) MODEL BASED ON LARGE DEVIATION PRINCIPLE

Troon John Benedict, Ramkumari T. Balan, Mung’atu Kyalo Joseph, Onyango Fredrick   +3 more
openalex   +2 more sources

Enhancing the Prediction Accuracy of Data-Driven Models for Monthly Streamflow in Urmia Lake Basin Based upon the Autoregressive Conditionally Heteroskedastic Time-Series Model [PDF]

, 2020
Nasrin Fathollahzadeh Attar, Quoc Bao Pham, Sajad Fani Nowbandegani, Mohammad Rezaie-Balf, Chow Ming Fai, Ali Najah Ahmed, Saeed Pipelzadeh, Dung Duc Tran, Pham Thi Thao Nhi, Đào Nguyên Khôi, Ahmed El‐Shafie   +10 more
openalex   +1 more source

A Proposal for Homoskedastic Modeling With Conditional Auto-Regressive Distributions. [PDF]

Stat Med
Martinez-Beneito MA, Adin A, Goicoa T, Dolores Ugarte M.   +3 more
europepmc   +1 more source

National and regional Temporal trends and forecasting of preterm birth in brazil: evidence from National birth data (2014-2023) with projections to 2030. [PDF]

BMC Pregnancy Childbirth
Victor A, Nhancololo AM, Bah HAF, Xavier SP, Gotine AREM, Moreira VA, Charles CM, Cerqueira-Silva T, Rondó PH.   +8 more
europepmc   +1 more source

A Generalized Autoregressive Conditional Heteroskedasticity Examination of the Relationship between Trading Volume and Conditional Volatility in the Tunisian Stock Market: Evidence for the Information Flow Paradigm

, 2015
Fethi Belhaj, Ezzeddine Abaoub
openalex   +1 more source

Predictive accuracy of alternative autoregressive conditional heteroskedasticity models

, 2012
Esta tese tem como objectivo comparar alguns do mais populares modelos de volatilidade, em termos da sua capacidade preditiva. Especificamente, iremos usar três modelos auto-regressivos de heterocedasticidade condicional, GARCH, EGARCH e GJR. Para proceder à comparação entre modelos, iremos servir-nos de alguns dos mais recentes testes de capacidade ...
openaire   +1 more source

Improving Forecasts of Generalized Autoregressive Conditional Heteroskedasticity with Wavelet Transform [PDF]

, 2013
Yu Zhao, Xiaoming Zou, Hong Xu
openalex   +1 more source

Score Permutation Based Finite Sample Inference for Generalized\n AutoRegressive Conditional Heteroskedasticity (GARCH) Models [PDF]

, 2018
Balázs Csanád Csáji
openalex   +1 more source