Results 261 to 270 of about 72,454 (299)

Glossary to ARCH (GARCH)

SSRN Electronic Journal, 2008
The literature on modeling and forecasting time-varying volatility is ripe with acronyms and abbreviations used to describe the many different parametric models that have been put forth since the original linear ARCH model introduced in the seminal Nobel Prize winning paper by Engle (1982).
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2010
?????????????????????? ?????????????????????????? ?????????????????? ???????????????????????????? ?????????????? GARCH ?????? ?????????????????????????????? ???????????????? ?????????????????? ???????????????????????????????????????? ?????????????????? ?????? ?????????????????????????? ?????????????? ???????????????????? ?? ???????????? ????????????????
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PERBANDINGAN MODEL EXPONENTIAL GARCH, GJR-GARCH DAN QUADRATIC GARCH PADA INDEKS HARGA SAHAM GABUNGAN (IHSG) [PDF]

, 2023
Indeks Harga Saham Gabungan (IHSG) merupakan indeks pada Bursa Efek Indonesia yang melacak kinerja semua saham yang terdaftar di sana. IHSG biasanya digunakan untuk melihat gambaran kenaikan dan penurunan pasar investasi secara keseluruhan pada Bursa Efek Indonesia. Harga penutupan harian IHSG cenderung berfluktuasi dari waktu ke waktu yang menyebabkan
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GARCH MODELI

Ushbu maqolada GARCH modeli va uning tarixi keltirilgan bo’lib, bu model orqali vaqt bo’yicha o’zgaruvchan bo’lgan shartli dispersiya tahlil qilingan.
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Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model

Energy Economics, 2022
Chao Liang
exaly  

Coupled GARCH(1,1) model

Quantitative Finance, 2023
Huasheng Nie, Waelbroeck, Henri
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Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach

International Review of Financial Analysis, 2022
Shigeyuki Hamori
exaly  

Value-at-Risk forecasting: A hybrid ensemble learning GARCH-LSTM based approach

Resources Policy, 2022
Kshitij Kakade, Ishan Jain, Aswini Kumar Mishra   +2 more
exaly  

Bitcoin, gold and the dollar – A GARCH volatility analysis

Finance Research Letters, 2016
Anne Haubo Dyhrberg
exaly  

International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models

Energy Economics, 2010
Hassan Mohammadi
exaly