Results 271 to 280 of about 72,454 (299)

Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models

Expert Systems With Applications, 2018
Ha Young Kim
exaly  

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

Applied Energy, 2011
Jing Shi
exaly  

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

Energy Conversion and Management, 2015
Huaiwei Sun
exaly  

Hashing GARCH

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

Persistence in Variance, Structural Change, and the GARCH Model

Journal of Business and Economic Statistics, 1990
William D Lastrapes
exaly  

Gold price volatility: A forecasting approach using the Artificial Neural Network–GARCH model

Expert Systems With Applications, 2015
Werner Kristjanpoller R, Marcel C Minutolo   +1 more
exaly  

GARCH

2005
openaire   +1 more source

Volatility in crude oil futures: A comparison of the predictive ability of GARCH and implied volatility models

Energy Economics, 2009
Paolo Agnolucci
exaly  

Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models?

International Review of Economics and Finance, 2019
Yue-Jun Zhang, Ling-Yun He
exaly  

Oil price volatility forecast with mixture memory GARCH

Energy Economics, 2016
Tony Klein, Thomas Walther
exaly