Results 221 to 230 of about 38,888 (250)

Comprehensive evaluation of ARMA–GARCH(-M) approaches for modeling the mean and volatility of wind speed

Applied Energy, 2011
Ergin Erdem
exaly  

Random coefficient GARCH models

Mathematical and Computer Modelling, 2005
A Thavaneswaran, S S Appadoo, M Samanta   +2 more
exaly  

REIT volatility prediction for skew-GED distribution of the GARCH model

Expert Systems With Applications, 2010
Yen-Hsien Lee
exaly  

Empirical investigation on modeling solar radiation series with ARMA–GARCH models

Energy Conversion and Management, 2015
Jianzhong Zhou, Huaiwei Sun
exaly  

High-low range in GARCH models of stock return volatility

Applied Economics, 2016
Peter Molnár
exaly  

Bitcoin, gold and the dollar – A GARCH volatility analysis

Finance Research Letters, 2016
Anne Haubo Dyhrberg
exaly  

GARCH

2005
openaire   +1 more source

Marginalization and contemporaneous aggregation in multivariate GARCH processes

Journal of Econometrics, 1996
Enrique Sentana, Theo Nijman
exaly  

A Skew-in-Mean GARCH Model

2004
DE LUCA, GIOVANNI, LOPERFIDO N.
openaire   +3 more sources

Additive outliers, GARCH and forecasting volatility

International Journal of Forecasting, 1999
Philip Hans Franses
exaly