Results 211 to 220 of about 12,191 (249)

ARIMA-GARCH and ARIMA-EGARCH-t Models in Fitting and Forecasting Volatility of the Shanghai Composite Index

Qinming Yao
openalex   +2 more sources

Sources of Return and Volatility Spillover for Pakistan: An Analysis of Exogenous Factors by using EGARCH Model

, 2011
Muhammad Zia ur Rehman, Syed Zulifqar Ali Shah, Rizwan Mushtaq   +2 more
openalex   +1 more source

A Literature Review on the Model of EGARCH-MIDAS, LMM, GBM for Stock Market Prediction

Yingtong Wang
openalex   +1 more source

Dynamic correlation: HSI vs S&P 500 (DCC-EGARCH-t-Copula).

Jin Zeng (196246), Jingwen Wu (80821)
openalex   +1 more source

Investigating the impact of investor attention on AI-based stocks: A comprehensive analysis using quantile regression, GARCH, and ARIMA models. [PDF]

PLoS One
Ravichandran S, Afjal M.
europepmc   +1 more source

Asymmetric volatility in asset prices: An explanation with mental framing. [PDF]

Heliyon
Ormos M, Timotity D.
europepmc   +1 more source

ANALYSIS OF BITCOIN AS A HEDGING, DIVERSIFYING OR SAFE-HAVEN ASSET FOR THE AOA/USD EXCHANGE RATE: AN APPROACH USING THE AR(1,0)-DCC(1,1)-EGARCH(1,1) MODEL

Castro, João Miguel Sousa Alves de
openalex   +1 more source

Analysis of TOPIX Fluctuations based on the EGARCH Model with Fat Tail Distributions

, 2013
Hidetoshi Mitsui
openalex   +1 more source

"Inflation, inflation uncertainty, and a common European Monetary Policy" [PDF]

Alexandra Ioannidis, Menelaos Karanasos, Stilianos Fountas   +2 more
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