Results 191 to 200 of about 4,202 (205)
Some of the next articles are maybe not open access.

Is Beta-t-EGARCH(1,1) superior to GARCH(1,1)?

Applied Economics, 2015
Szabolcs Blazsek
exaly  

Asymptotic Normality of the QMLEs in the EGARCH(1,1) Model

SSRN Electronic Journal, 2013
Antonis Demos, Dimitra Kyriakopoulou
openaire   +1 more source

A differential harmony search based hybrid interval type2 fuzzy EGARCH model for stock market volatility prediction

International Journal of Approximate Reasoning, 2015
Rajashree Dash   +2 more
exaly  

Goodness-of-fit tests for Log-GARCH and EGARCH models

Test, 2016
Christian Francq   +2 more
exaly  

Day-ahead electricity price forecasting using WT, CLSSVM and EGARCH model

International Journal of Electrical Power and Energy Systems, 2013
Zhongfu Tan
exaly  

Home - About - Disclaimer - Privacy