Results 211 to 214 of about 11,730 (214)

Pemodelan Volatilitas Harian Menggunakan Pendekatan Realized EGARCH-CJ

This study compares the performance of Realized Exponential GARCH (REGARCH) and REGARCH with Continuous and Jump components (REGARCH-CJ) models in modeling the volatility of financial assets based on daily data from Tokyo Stock Prince Index (TOPIX) over the period January 2004 to December 2011.
openaire   +1 more source

Predicting returns on Canadian exchange rates with artificial neural networks and EGARCH-M models

Neural Computing and Applications, 1996
Athanasios Episcopos
exaly  

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

International Journal of Electrical Power and Energy Systems, 2013
exaly  

The impact of global oil price shocks on China’s stock returns: Evidence from the ARJI(-ht)-EGARCH model

Energy, 2011
exaly