Results 171 to 180 of about 1,495 (237)

Modelling volatility with Range‑based Heterogeneous Autoregressive Conditional Heteroskedasticity model [PDF]

, 2014
Tomasz Skoczylas
openalex  

Evaluation of Error Distributions in Multivariate Generalized Autoregressive Conditional Heteroskedasticity (MGARCH) Models: Dynamic Conditional Correlation [PDF]

C. C. Ekwe, U. A. Victor-Edema, Barinaadaa John Nwikpe   +2 more
openalex   +1 more source

Exploring the potential of the carbon credit program for hedging energy prices in Brazil. [PDF]

Environ Sci Pollut Res Int
Palazzi RB, Quintino DD, Ferreira PJS, Bekun FV.   +3 more
europepmc   +1 more source

Application of the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) Model in Forecasting the Volatility of Optimal Portfolio Stock Returns of the MNC36 Index

Siska Deswita, Devni Prima Sari
openalex   +2 more sources

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

Periodic Autoregressive Conditional Heteroskedasticity

, 1994
Tim Bollerslev, Éric Ghysels
openalex   +1 more source

A novel agricultural commodity price prediction model integrating deep learning and enhanced swarm intelligence algorithm. [PDF]

PLoS One
Sun K, Yao Q, Li Y.
europepmc   +1 more source

Model multivariate generalized autoregressive conditional heteroskedasticity in mean (MGARCH-M): Studi kasus pada data curah hujan Kota Mojokerto [PDF]

, 2016
Fafika Hayati
openalex  

Interrupted Time Series Analysis in Environmental Epidemiology: A Review of Traditional and Novel Modeling Approaches. [PDF]

Curr Environ Health Rep
Ma Y, Benmarhnia T.
europepmc   +1 more source

Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations [PDF]

, 2011
Cristina Amado, Timo Teräsvirta
openalex