Results 201 to 206 of about 2,079 (206)

VaR estimation using FIGARCH models

2010
openaire   +1 more source

Data and Model Poisoning Backdoor Attacks on Wireless Federated Learning, and the Defense Mechanisms: A Comprehensive Survey

IEEE Communications Surveys and Tutorials
Youyang Qu, Wei Ni, Yong Xiang
exaly  

The rise of a forgotten model

Nature Reviews Molecular Cell Biology, 2019
exaly  

Sectoral Stock Return Sensitivity to Oil Price Changes: A Double- Threshold FIGARCH Model

2015
openaire   +1 more source

Assessing Parameter Stability of FIGARCH Models for Selected Currency Pairs: A Nyblom Test Approach

Kumar, Sanjay, Nand Kumar
openaire   +1 more source

Comparative Analysis Between GARCH And FIGARCH Models For The Prediction Of Volatility In Financial Time Series Models

openaire   +1 more source