Results 291 to 300 of about 7,709 (301)

Multiperiod hedging in the presence of conditional heteroskedasticity

Journal of Futures Markets, 1994
Donald Lien, Xiangdong Luo
openaire   +1 more source

Testing for conditional heteroskedasticity with misspecified alternative hypotheses

Journal of Econometrics, 1997
exaly  

A model for level induced conditional heteroskedasticity

Statistics and Probability Letters, 2019
exaly  

The effect of conditional heteroskedasticity on common statistical procedures for means and variances

A St A - Advances in Statistical Analysis, 2004
exaly  

Conditional Heteroskedasticity Models with Pearson Disturbances

2007
Michael A. Magdalinos, George P. Mitsopoulos   +1 more
openaire   +1 more source

A long short-term memory enhanced realized conditional heteroskedasticity model

Economic Modelling
Minh-Ngoc Tran, Robert Köhn
exaly  

Conditional heteroskedasticity

2010
openaire   +1 more source

Modelling conditional heteroskedasticity and skewness using the skew-normal distribution

Metron, 2012
exaly  

Double ensemble system for wind energy forecasting based on generalized autoregressive conditional heteroskedasticity and neural network models with variational mode decomposition

Energy Sources, Part A: Recovery, Utilization and Environmental Effects
Angel Colmenares, Jianzhou Wang, Jianzhou Wang   +2 more
exaly  

Bootstrapping tests for conditional heteroskedasticity based on artificial neural network

2006
exaly