Results 171 to 180 of about 291,653 (252)

The price continuity, return and volatility spillover effects of regular and after-hours trading. [PDF]

PLoS One
Chiu CL, Chang TH, Hsiao IF, Chiou DS.
europepmc   +1 more source

Pemodelan Inflasi Di Indonesia Menggunakan Pendekatan Model Generalized Autoregressive Conditional Heteroskedasticity (GARCH)

, 2018
Vita Ratnasari, Maulidiah Nitivijaya
openalex   +2 more sources

Prediction of the Volatility of Ghana Stock Exchange Main Index by Using the Generalised Autoregressive Conditional Heteroskedasticity Model

, 2019
Baccah Francis Kwadzo, Daniel Mireku Gyimah, Nyarko Peter   +2 more
openalex   +2 more sources

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

The dependency structure of international commodity and stock markets after the Russia-Ukraine war. [PDF]

PLoS One
Zhang C, Liu S, Qin M, Gao B.
europepmc   +1 more source

An adaptive weight ensemble approach to forecast influenza activity in an irregular seasonality context. [PDF]

Nat Commun
Tsang TK, Du Q, Cowling BJ, Viboud C.
europepmc   +1 more source

AI companies' strategies with traditional vs. digital assets amid geopolitical and banking crises. [PDF]

Heliyon
Dammak W, Fakhfekh M, Alnafisah H, Jeribi A.   +3 more
europepmc   +1 more source

Significance of the ARIMA epidemiological modeling to predict the rate of HIV and AIDS in the Kumba Health District of Cameroon. [PDF]

Front Public Health
Besong AE, Kibu OD, Tanue EA, Obinkem BA, Kwalar GI, Chethkwo F, Ngum VN, Sandeu MM, Ema PJN, Denis N, Moise O, Gelan A, Kong JD, Nsagha DS.   +13 more
europepmc   +1 more source

Vector time series modelling of turbidity in Dublin Bay. [PDF]

J Appl Stat
Shoari Nejad A, McCarthy GD, Kelleher B, Grey A, Parnell A.   +4 more
europepmc   +1 more source

Urbanization and renewable energy consumption in the emerging ASEAN markets: A comparison between short and long-run effects. [PDF]

Heliyon
Vo DH, Vo AT, Ho CM.
europepmc   +1 more source