Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO [PDF]
Prices in the hog industry in Taiwan are determined according to an auction system. There are significant differences in hog prices before, during and after joining the World Trade Organization (WTO). The paper models growth rates and volatility in daily
Biing-Wen Huang +3 more
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Impact of Agricultural Output Volatility on Economic Growth in Nigeria: Egarch Analysis
, 2017 Ogunbadejo Hussain Kehinde +1 more
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VARMA-EGARCH Model for Air-Quality Analyses and Application in Southern Taiwan [PDF]
, 2021 Edward Ming‐Yang Wu, Shu‐Lung Kuo
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Volatility forecasts of stock index futures in China and the US-A hybrid LSTM approach. [PDF]
PLoS One, 2022 Chen X, Hu Y.
europepmc +1 more source
Asymmetric Conditional Volatility Models: Empirical Estimation and Comparison of Forecasting Accuracy [PDF]
This paper compares several statistical models for daily stock return volatility in terms of sample fit and out-of-sample forecast ability. The focus is on U.S. and Romanian daily stock return data corresponding to the 2002-2010 time interval.
Miron, Dumitru, Tudor, Cristiana
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Volatility in metallic resources prices in COVID-19 and financial Crises-2008: Evidence from global market. [PDF]
Resour Policy, 2022 Xu Q, Meng T, Sha Y, Jiang X.
europepmc +1 more source
Delta-neutral volatility trading with intra-day prices: an application to options on the DAX [PDF]
This paper evaluates the profitability of applying four different volatility forecasting models to the trading of straddles on the German stock market index DAX.
Kaehler, Jürgen, Schmitt, Christian
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ARCH, GARCH and EGARCH Models: Applications to Financial Series [PDF]
, 2008 Marta Casas, Edilberto Cepeda
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