Results 151 to 160 of about 1,495 (237)

Risk contagion of COVID-19 to oil prices: A Markov switching GARCH and PCA approach. [PDF]

PLoS One
Siddiqui N, Mohamad Hasim H.
europepmc   +1 more source

Nonlinear exponential autoregressive time series models with conditional heteroskedastic errors with applications to economics and finance

, 2015
Paraskevi Katsiampa
openalex   +1 more source

Hybrid time series and machine learning models for forecasting cardiovascular mortality in India: an age specific analysis. [PDF]

BMC Public Health
Teja MD, Rayalu GM.
europepmc   +1 more source

Novel grey wolf optimizer based parameters selection for GARCH and ARIMA models for stock price prediction. [PDF]

PeerJ Comput Sci
Bagalkot SS, A DH, Naik N.
europepmc   +1 more source

LiMMCov: An interactive research tool for efficiently selecting covariance structures in linear mixed models using insights from time series analysis. [PDF]

PLoS One
Savieri P, Stas L, Barbé K.
europepmc   +1 more source

Forecasting the Volatilities of Philippine Stock Exchange Composite Index Using the Generalized Autoregressive Conditional Heteroskedasticity Modeling

, 2018
Novy Ann M. Etac, Roel F. Ceballos
openalex   +1 more source

MODEL THRESHOLD AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY UNTUK PEMODELAN HARGA EMAS

, 2015
Pada data finansial umumnya memiliki variansi residual yang berubah-ubah atau terjadi heteroskedastisitas. Untuk mengatasi heteroskedastisitas dalam data deret waktu digunakan model ARCH/GARCH. Setelah diketahui model ARCH/GARCH akan dilakukan uji pengaruh asimetrik dengan cross correlation.
openaire   +1 more source

Decoding exchange rate in emerging economy: Financial and energy dynamics. [PDF]

Heliyon
Ullah S, Nobanee H.
europepmc   +1 more source

Toward SDG 3 in a developing nation: the role of health expenditure, financial development, and population growth in shaping health outcomes. [PDF]

Front Public Health
Xiang X, He S, Abid A.
europepmc   +1 more source