Results 151 to 160 of about 291,653 (252)

Nexus of crude oil and clean energy stock indices: Evidence from time-vector-auto-regression in conjunction with conditional-autoregressive-value-at-risk. [PDF]

Heliyon
Trabelsi N, Tiwari AK, Ghallabi F, Khemakhem I.   +3 more
europepmc   +1 more source

Forecasting Model of Air Pollution Index using Generalized Autoregressive Conditional Heteroskedasticity Family (GARCH)

, 2022
Nurul Asyikin Zamrus, Mohd Hirzie Mohd Rodzhan, Nurul Najihah Mohamad   +2 more
openalex   +2 more sources

High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions. [PDF]

PLoS One
Kuang W.
europepmc   +1 more source

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

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

Heteroscedasticity effects as component to future stock market predictions using RNN-based models. [PDF]

PLoS One
Sadon AN, Ismail S, Khamis A, Tariq MU.
europepmc   +1 more source

Comparative Analysis of Hedging Effectiveness in Indonesia’s National Electrical Company: An Evaluation of Ordinary Least Square (OLS), General Autoregressive Conditional Heteroskedasticity (GARCH) and Naïve Dollar-Offset Models

Rudi Asrudin, Buddi Wibowo
openalex   +1 more source

Implemetasi Model Autoregressive (AR) Dan Autoregressive Conditional Heteroskedasticity (ARCH) Untuk Memprediksi Harga Emas

, 2018
Ni Luh Ketut Dwi Murniati, Indwiarti Indwiarti, Aniq Atiqi Rohmawati   +2 more
openalex   +2 more sources

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

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

Exploring the relationship between macroeconomic indicators and sectoral indices of Indian stock market. [PDF]

F1000Res
Chauhan SS, Suri P, Twala B, Priyadarshi N, Ali F.   +4 more
europepmc   +1 more source