Results 271 to 280 of about 40,912 (303)

Persistence in Variance, Structural Change, and the GARCH Model

Journal of Business and Economic Statistics, 1990
Christopher G Lamoureux, William D Lastrapes   +1 more
exaly  

Augmented GARCH (p,q) process and its diffusion limit

Journal of Econometrics, 1997
Jin-Chuan Duan
exaly  

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

Applied Energy, 2011
Ergin Erdem
exaly  

Modelling and forecasting the stock market volatility of SSE Composite Index using GARCH models

Future generations computer systems, 2018
Zhenlong Lin
semanticscholar   +1 more source

Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes

Bernoulli, 2004
Jean-Michel Zakoïan
exaly  

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

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

Additive outliers, GARCH and forecasting volatility

International Journal of Forecasting, 1999
Philip Hans Franses
exaly  

GARCH

2005
openaire   +1 more source

Forecasting ability of GARCH vs Kalman filter method: evidence from daily UK time‐varying beta

Journal of Forecasting, 2008
Taufiq Choudhry
exaly  

A Skew-in-Mean GARCH Model

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