Results 261 to 270 of about 30,945,589 (274)

Comprehensive evaluation of ARMA–GARCH(-M) approaches for modeling the mean and volatility of wind speed

Applied Energy, 2011
Ergin Erdem
exaly  

Random coefficient GARCH models

Mathematical and Computer Modelling, 2005
A Thavaneswaran, S S Appadoo, M Samanta   +2 more
exaly  

REIT volatility prediction for skew-GED distribution of the GARCH model

Expert Systems With Applications, 2010
Yen-Hsien Lee
exaly  

Empirical investigation on modeling solar radiation series with ARMA–GARCH models

Energy Conversion and Management, 2015
Jianzhong Zhou, Huaiwei Sun
exaly  

High-low range in GARCH models of stock return volatility

Applied Economics, 2016
Peter Molnár
exaly  

Bitcoin, gold and the dollar – A GARCH volatility analysis

Finance Research Letters, 2016
Anne Haubo Dyhrberg
exaly  

Marginalization and contemporaneous aggregation in multivariate GARCH processes

Journal of Econometrics, 1996
Enrique Sentana, Theo Nijman
exaly  

Improving GARCH volatility forecasts with regime-switching GARCH

Empirical Economics, 2002
Franc Klaassen
exaly  

Additive outliers, GARCH and forecasting volatility

International Journal of Forecasting, 1999
Philip Hans Franses
exaly  

A comparison of GARCH models for VaR estimation

Expert Systems With Applications, 2012
Bulent Koksal, Mehmet Orhan
exaly