Results 231 to 240 of about 38,888 (250)

A comparison of GARCH models for VaR estimation

Expert Systems With Applications, 2012
Bulent Koksal, Mehmet Orhan
exaly  

Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes

Bernoulli, 2004
Christian Francq, Jean-Michel Zakoïan
exaly  

Forecasting S&P-100 stock index volatility: The role of volatility asymmetry and distributional assumption in GARCH models

Expert Systems With Applications, 2010
Jui-Cheng Hung, Hung-Chun Liu
exaly  

ITPA Garching

2019
Wahyu Setyawan, Henager, Charles H., Kurtz, Richard J., Nguyen, Ba Nghiep, Edwards, Danny J, Weilin Jiang, Kruska, Karen, Giridhar Nandipati, N. R. Overman   +8 more
openaire   +1 more source

GARCH Models

2015
David Ruppert, David S. Matteson
openaire   +1 more source

GARCH Model

2008
openaire   +1 more source

Detecting parameter shift in garch models

Econometric Reviews, 1995
exaly  

A Smiling GARCH

2007
openaire   +1 more source

Hashing GARCH

2007
George A. Christodoulakis, Stephen E. Satchell   +1 more
openaire   +1 more source

All in the family Nesting symmetric and asymmetric GARCH models

Journal of Financial Economics, 1995
exaly